IE 6.0 lets you change the privacy settings whereby you can elect to review the site's privacy policy before you add the site to the list of sites whose cookies you accept.
The default in IE 6.0 is to accept cookies more freely, in fact it seems the same as in IE 5.0. Read Microsoft's Privacy in Internet Explorer 6 for the exact definition of the various pre-defined security levels.
If you do choose the review the privacy policy of the site you are visiting before you decide to accept their cookies then IE 6.0 will display the company privacy policy upon entering the site. Sites that don't have a P3P compatible privacy policy show up with a blank page which could leave a bad impression on the user.
I haven't worked with P3P policies yet, but put in a first attempt in the near future
--Bart
