What you are seeing here is page contained within a Frame. This would be considered a Second Level document, whereas the Page containing the Frameset would be considered the Top Level document as it's address is the one showing in the Address Bar currently. Click the button below to see if Internet Explorer allows a framed page to set cookies. This is one of the most common forms of Affiliate link Cloaking and may very well be losing you money!
If the Cookie is not set after 10 tries, Click Here to view the framed page directly to see if it works when this page is set to the Top level.
If the "testcookie" is set successfully set, you will see "Success! Cookie 'testcookie' has been set!" outputted under the horizontal line below. The test cookie is being set by the PHP "setcookie()" command. If not successful, this page will stop trying to set the cookie after 10 attempts.
Note: If this page is viewed in Mozilla and some other browsers, the Cookie will successfully be set whether or not this page is at Top Level. Although, approximately 80% of all Web Surfers use Internet Explorer, and this is where the concern is.