I was wondering if anyone knew what risks are involved with using 3rd party cookies to track a sale or initiate a session. I am beginning to see a problem with 3rd party cookies on some web servers in IE. Not being P3P seems to be the problem here.

Does anyone know what kind(s) of software disallows 3rd party cookies? IE6, Zone Alarm etc... Can anyone provide a list of some sort? Thanks in advance.