I've been reading over your page out the problems you had with IE 6.0 and 3rd Party cookies. Well, our site is currently having the same problem!
I've been going crazy trying to find a solution and it sounds like it was the exact problem you were having.
The reference page you made was very useful, however, I'm still having problems getting the browser or Apache to pick up the info in the .htaccess file.
We are running Apache 1.3.26 and I've created a .htaccess file with this line:
header append P3P 'CP="NOI CURa ADMa DEVa TAIa OUR BUS IND UNI COM NAV INT TST"'
So far, I've added the .htaccess file to almost every directory you can imagine in APache and Tomcat.
I guess I'm just wondering, what did you do with the .htaccess file once you created it? Did you have to make and changes to httpd.conf?
Thank you very much for your time and any input.