I have Opera 12.15 installed currently, and it allows me to "never accept cookies". However, when we installed Opera 18.0 on a friend's computer, this option seemed nowhere to be found. I believe this option is very important. This is different from the "delete cookies when I exit Opera" option and is more than the "block third-party cookies" option also.
Is there a way to get later versions of Opera to "never accept cookies", or, if not, is there a way to download Opera 12.16 (the latest in series 12, that allows this option)?