Cookie Via External ASP Page?

I have 3 domains, A, B, and C.

I want to put the same JS tag on sites A and B that call an asp page on domain C.

The tag would look like this:
<script language="JavaScript1.1" src="http://secure.C.com/Demo/Intercept.asp"></script>

The ASP page on domain C would write a cookie, in theory the cookie should have permissions for read and writing from site C.
Something like this:
Response.Cookies("Name").Expires = Date() + 365
Response.Cookies(SurveyName).Domain = ".C.com"
Response.Cookies(SurveyName).Path = "/"

In firefox the result is exactly as planned, a cookie is set when a user goes to sites A or B via site C, and using this same approach, I can read the cookie from domains A and B via the JS tag calling the script on site C.

IE does not like this. Sometimes it doesn't even write the cookie, other times the cookie has to be there b/c of resulting actions taken, but when viewing the list of cookies, it's no where to be found. Additionally, I don't seem to be able to read the cookie the same way as firefox is letting me.

I know this can be done, I went to foodnetwork.com (yeah I love to cook), and saw that they were using a metric service that was calling a back end script from the vendors domain, and setting a cookie from that vendors domain, all without the user seeing anything or leaving the foodnetwork.com domain. I've looked at the resulting JS code that is returned from these vendor back end pages, and it has nothing to do with the cookie being set, it's definitely happening server side.