In order to access the bug report tool, you have to enable cookies in your browser settings.

To do that in Internet Explorer 6, go to the 'Tools/Internet Options...' menu, select the 'Privacy' tab, and switch the 'privacy settings for the Internet zone' slider to less than 'Block All Cookies' (i.e. either 'High', 'Medium High', 'Medium', 'Low' or 'Accept All Cookies'). I recommend the 'High' settings.

When you access to the bug report tools without correct privacy setting, an icon appear at the right bottom side of the Internet Explorer window showing a privacy alert:

Then you can directly access to the privacy settings by double-clicking on the icon.