Are you setting third party cookies? From ads possibly on your site?
You can also add a privacy policy to your site and add P3P header to your requests. Although that's a bogus thing that doesn't really do anything useful it'll help with browser privacy settings.
http://www.hanselman.com/blog/TheImportanceOfP3PAndACompactPrivacyPolicy.aspx
+++ Rick ---
from Maui, Hawaii