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What are the workarounds for this? Doing an iFrame and loading the merchant's page and dropping the cookie doesn't work as it doesn't see that as a first-party cookie. If I do the test on my own site that has an affiliate program, it works as the domain matches the cookie without an iFrame.
I am at PubCon right now and while this may be due to the cobwebs from the parties, what I am seeing with the cookies being blocked is causing major stress.
I have some third party cookies being blocked but they all have a correct P3P.
But it's not always, just sometimes. And you know what? clearing the cache solves the problem. But that's not a solution.
I believe IE8 is doing something wrong with the P3P protocol and sometimes blocking when it shouldn't.