Tom,
I didn't think it was the same thing - I originally started that thread, and I was thinking that was a "IFRAME" issue from embedding an aware form within an existing web page - but this instance doesn't necessary come from an IFRAME or even another website - I can paste that link in directly and I get the same thing.
I did try changing the settings to always allow Session cookies, but no luck. I am not sure about the p3p stuff. How would the guest login be different then a regular login - where a guest needs a p3p policy in order to work, but a regular login (within the same browser) does not.
Still, I read up on p3p policies.