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Maybe it is P3P??? (Score:2, Informative)
It also might be the technology called P3P [w3.org]. The only browser that includes P3P yet is IE. P3P does block cookies from domains that aren't the domain that hosts the site.
In rare cases it even blocks cookies from the same domain, depending on how the cookie domain was set. You might want to take a look at the white papers.
/oliver/
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Re:Maybe it is P3P??? (Score:3, Interesting)