Cookie problem.

I recently bought a domain name for my website and I’m facing the following problem. I prefer masked forwarding since it’s a bit more professional then having my ip as a redirect url.

Is there anyway to get the cookie of the forum working with internet explorer 6.0 with medium security settings? I’ve noticed that the cookie does work when security settings are low, but obviously not many people set their security levels low.

I've read this url http://www.softartisans.com/softartisans/techfour.html

But I don't know if it holds the answer.

Thanks for your help