It never lets me login the first time: I have to do it twice.
This happens when you have set a Favorite in Internet Explorer to the Blackboard Login page instead of the first Blackboard portal page. Blackboard and IE disagree about cookie security, so it makes you do it twice.
Delete that favorite and make one to the first portal page instead, the page you start at when you go to blackboard.ups.edu.
(Yes, this is annoying since you have to click the Login button on this portal page just to get to the real login screen, but it’s better than retyping your name and password every time.)