Here is the scenario: 1. Clear your IE cash and cookies. 2. Go to tutorial-index.com 3. You will see that the site recorded you a tutorial-index cookie. 4. Clear the cookies and cash again. 5. Create HTM file and put the following code in it: <html xmlns='http://www.w3.org/1999/xhtml' > <head><title></title></head> <body><iframe src="http://www.tutorial-index.com" height="1000" width="1000"></iframe></body> </html> 6. Run just created file. 7. Now check your cookie folder. RESULT: no cookie. I've been fighting with this iFrame vs. cookie issue for over 2 days. I cannot pinpoint the problem. Anyone can explain to me why it's happening and how I can fix the issue?