Skattered_Ink: Thanks for the reply but even after adding the site to the "Always allow" list it still doesn't work.
Hickory: Which browser are you using, and are you certain that 'Always allow' applies to 3rd party cookies? It's normally a separate setting from main cookies. I can tell you that this is exactly what the problem is. It bugged me for the longest time, until I stumbled upon the answer.
I'm using Internet Explorer 11 and windows 7
When I use it to log into this site through the GOG window, it works, but not when I try it on the CD Projekt Red site. (even when I've still got this page open.)
I went into tools/internet options and went onto the privacy tab. My computer is set on medium. Then I hit the "sites" button and entered the specific page and then hit the "Allow" button.
Dunno what to do about it really. Any help would be appreciated!