Originally Posted by broke

Well you are missing the fact that those accept options are grayed out and not used unless you check the override button. The default level in IE 6 is medium which means some cookies are blocked, some are downgraded, and some are leashed depending on P3P policies.

Blocks third-party cookies that do not have a compact privacy policy or that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent. First-party cookies that have a compact privacy policy which specifies that personally identifiable information is used without your implicit consent are downgraded (deleted when you close Internet Explorer). First-party cookies that do not have a compact privacy policy are leashed (restricted so that they can only be read in the first-party context). Cookies that were already on your computer before you installed Internet Explorer 6 are also leashed. Per-site privacy actions override these settings.

I can't really comment on how this would effect trade script(s) in question, because I have no idea how they place their cookies or if they're even using P3P settings.