Question about Cookies Inside Frames

I have this major problem with getting a cookie saved inside a frame. I know its probably some dumb security crap microsoft Implemented in its browser.

Ive link this MSB and various other MSB's in a Side.html inside a Index.html Frames.

When this webpage pops up in the MAIN target the cookie is gone, YOU CANNOT ever save the cookie or keep it in place. This happens to every page imaginable and its quite annoying.

Is there a way I can program a frames page html to accept cookies so I can browse this forum and various others inside with my cookies saved inside the Frames page html?

Thats weird.. I guess this MSB was scripted better than the others.. lol.. It looks to me like it works? last time the cookie didnt save well.