setting third-party cookie on the client

Hi,

I know how to set third-party cookie through servlet,
by sending the compact policy and policy reference file
in the response header.  However, I have a situation
that I want to set a third-party cookie on the client side.
How can I do that?

For example, I have a file, http://my.domain.com/hello.htm and it is embeded
in http://yours.yoursdomain.com/hi.htm.  Inside hello.htm, I have a
javascript block like this:
	document.cookie = 'F=1; path=/';

IE 6 rejects this.  What can I do?

thanks,
--Peter