IE 6 honors the new P3P privacy standard. If you are loading a web page and this web page refers to an image or some other resource on another web site, and that other web site attempts to set a cookie, IE will by default reject this cookie unless that other site has a P3P privacy policy.

I don't know if that's the problem here or not, but it's a new thing with IE6 that wouldn't affect Netscape.

Without knowing more, I'm not sure we can nail down the problem specifically.