How can I set the session cookie "compact privacy policy"?

I’m trying to do an iFrame implementation. I ran aground of something
called a “compact privacy policy” that IE6 uses to decide whether or not
to allow third party cookies (third party because my iFrame is hosted on
someone else’s site).

Right now, IE6 needs to have its privacy settings “wide open” in order
for my iFrame to work right. I’m hoping that by sending an appropriate
compact privacy policy as part of the HTTP header when the cookie is
created and read that users will be able to see my iFrame even with
stricter settings.

Here’s a microsoft site that explains some of the details:

I’m wondering how I can set the compact privacy policy sent by Rails
when it is doing session cookie stuff.

Clearly I’m out of my comfort zone here. Perhaps I’ve completely
mis-understood this stuff, and if so some education is welcome.

thanks,
jp