Strange Policy Problem

Here's a strange one for me - I've got a client who's website has a valid
P3P policy and compact policy.  When framing his URL using SSL, the cookie
is blocked in IE6:

https://seodirector.com/seotracking/record_order.asp?strSource=null&intTrack
ingID=null&intOrderTotal=1&intOrderID=WB

But when framing the same site without SSL, the cookie is not blocked:

http://seodirector.com/seotracking/record_order.asp?strSource=null&intTracki
ngID=null&intOrderTotal=1&intOrderID=WB

Any idea why SSL is causing IE6 to block this cookie?  Both referenced URLs
have valid compact policies that are acceptable by IE6, and the http one
works fine.

Thanks for any input,

-Carter St.Clair
 http://codeinfusion.com
 http://p3pedit.com