Cookies are being blocked from one URL by our http proxy. From other

sites there are no problems. If we bypass the http proxy then
everything
works. The site we are going to is an online store. When placing an

order it switches us to a different site. We then get a message that
we
are not allowing cookies. We tried to loosen the security (Does IE
really
have any security?) up on IE6.0 by allowing 3rd party cookies. We
still
are having problems. Any suggestions will be welcomed

Tom