Two websites had problems because of their cookies being blocked by Internet Explorer (IE). This was caused by the fact that these sites were running inside a frame on another domain. It appeared that IE6 adhears to P3P, a far too strict privacy policy for websites. I had to tell the applications to start with sending a special ‘hey, let me through’ P3P code (see title) in the header of every page, telling IE that we will not use visitor data in any way. Cookies are no longer being blocked and everything is back to normal. This P3P problem does not occur with Firefox.
Read more: What is P3P?
Nice tool: HTTP header viewer