The User Capabilities Cache cookie cannot be decoded

Product:
Cognos BI 10.1.1
Internet Explorer

Symptom:
Error when you try to surf to Cognos Connection in Internet Explorer

Error message:
DPR-ERR-2107
The User Capabilities Cache cookie cannot be decoded.

Solution:
Close all Internet Explorer windows and start again.

You are logged into a other Cognos BI server Cognos Connection in other Internet Explorer window, that make it not possible to login to a new Cognos BI server.