I read that some users have been receiving this error when trying to login to sites such as (but not limited to) naughtydog.com, killzone.com, myresistance.net etc.
If you receive the error when attempting to login: "Missing return URL parameter." The simple fix is to allow third party cookies on your browser. Most people suggested using another browser, it wasn't the browser that's the problem, it's that third party cookies are blocked. Login requires third party cookies to be enabled. If third party cookies are blocked/disabled, you will receive this error and will not be able to login.
I have it set to accept all cookies and still doesn't work
May I ask which browser you're using? You could also try clearing your browsing data (cookies/etc.) and restarting the browser after making the setting adjustment. I use Chrome and Iceweasel (Firefox), as long as I accept third party cookies on both browsers, it works. The moment I disable third party cookies I receive the error. Providing you're using either Chrome or Firefox, I can walk you through the steps to enabling third party cookies, though it should be pretty self explanatory in any browser.
I am on windows can someone tell me how to do it on a windows laptop?
The operating system is irrelevant. Which browser are you currently using? It's pretty straightforward. Just find your cookie settings and enable third party cookies. If you need assistance you can always try googling a walkthrough/guide for your particular web browser.