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IE Silently Rejects Cookies, then Denies Doing So

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(I'm not sure where to post this question, since I suspect this is more a web browser issue than a Java issue. If anyone knows of a different forum (i.e. not Big Moose Saloon) where this would be more likely to get a response, please let me know!)

If I access my Java webapp using Firefox or Opera, it works fine. If I access the webapp using Internet Explorer 6 or 7, it works fine only if I get there by IP address.

However, if I access the webapp by the DNS name using Internet Explorer, the JSESSIONID cookie is silently rejected. I've set all security and privacy settings to the most permissive levels with no effect. I've told IE to prompt me whenever a cookie is offered, but I'm never prompted. I've created a P3P privacy policy, but that doesn't matter.

I installed SmartSniff to watch TCP packets on my PC. I can see the Set-Cookie header come in, so I know that the server is sending it and the PC is receiving it. In IE, if I do View >> Web Page Privacy Policy, I see the message "Based on your privacy settings, no cookies were restricted or blocked."

This is very frustrating. As I said, it works fine if I access it by IP address or using Firefox or Opera. It is only IE accessing the site by name that has problems.

One postscript on the P3P privacy policy: I've created it, and I can view the summary in IE, but for some reason the Compact Policy doesn't show up when I access the site by IP address and tell IE to prompt me about cookies. (When IE prompts you about a cookie, you can select "More Info" to view the cookie. The Compact Policy field there is empty.) I don't know whether that matters, since IE will accept cookies from numerous other sites that do not have privacy policies.

One last bit of information: This is an intranet application, so the web server is on our own network.

Tomcat 5.5.26
Java 1.5.0_15
MyFaces 1.1.5
IE 6/7
Windows Server 2003 SE SP2
Windows XP Pro SP2
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