This does not answer your question, but it is an interesting finding I made while doing cookie work with IE 6.0.2600.0000

On the default install of IE6, assuming you don't change any security settings, every session cookie (cookies with an instant expiry time that IE6 doesn't write to disk) are not shared between open windows.

This means that if you copy the URL to a new window the cookie is not visible to that window. I tried it via a CGI to read the cookie and display it's session ID, or send a new ID if none was found. I could open as many windows as I wanted and all received new session IDs and handled only that specific cookie. After relaxing some of the security settings (I forget which ones) it went back to its normal behaving like with IE5 of sharing cookies amoungst all open windows.