Tracking cookie across multiple domains with PHP

Hi!

I'm currently trying to use a PHP/MySQL based tracking system using cookies to track visitors across multiple domains with a 1pix transparent image served by PHP.

It is working without a problem on Firefox, but not with IE 7...

In IE, the cookie doesn't seem to be created when the image is called from a different domain from the one used by the tracking system.
As a result, a visitor using Firefox is tracked correctly but a vistor using IE is not (he is seen as a different user each time he visits a page).
Is there a way to fix this IE glitch with PHP?

Thanks in advance for your help...

Best regards,
Fishnpix