All this is way, way beyond me. I just follow the policy used by Ed Bott in one of those arm-breaking Microsoft books:
'I cannot think of any good reason for a third party company to keep track of information about me, so I prefer to reject all third party cookies with no questions asked ...'
He then goes on to say he likes to monitor first party cookies the first time he sees them.
I use IE7 and have to say, probably very unwisely, that I haven't encountered any probs with this strategy.
Colin (a bear of very small brain)