Sorry to have to give up. I'm not sure what your exact problem is, but as a rule, all you need for IE to accept cookies with multiple browsers is the P3P policy header. I am not sure about the IBM tool. All I do for my PHP applications is the following bit of code until any page exits:
//required for IE in iframe FB environments if sessions are to work. header('P3P:CP="IDC DSP COR ADM DEVi TAIi PSA PSD IVAi IVDi CONi HIS OUR IND CNT"');
So far I have not had any problems with this in IE6, 7 or 8. Are you sure your security levels are not set too high? This should work at default levels.
There are some problems that I had with session cookie verification and Facebook client libraries, but these are different problems related to the actual contents of the cookies, and cookies cannot be set.
zombat
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