We have a similar problem at UNED, based on cookies, due to different domains authorization.
Just in case: we ask an external entity for user authentication, and if login is correct, we got a cookie with a valid *.uned.es domain. Safari 2 admits only one subdomain level, so we can use whatever.uned.es, but no, anything.whatever.uned.es domain.
But Safari 3 (at least in Mac OS X 10.5 Leopard) seems to be working now.
BTW: Have you tried with Opera?