Google Music Your Browser’s Cookie Functionality Is Turned Off. Please Turn It On.

You might have heard you can activate your Google Music for you Google account, this is partly correct, and the typical solution is going to by going through the but you might run into this error:

Your browser’s cookie functionality is turned off. Please turn it on. [?]

You need to use another web proxy. For now works, remember to select Canada. If this does not work make a google search for free web proxy or take a look at this list of web proxies.