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Both IE and Firefox allow you to block third-party cookies. In Firefox the option this option is under Privacy tab in Options dialog.
IE browser allows users to set up an exceptions. For example I can block all third-party cookies except for www.mysite.com.
Is there a way to create the same exception in Firefox?
In later versions of Firefox first select option "Use custom settings for history" in the dropdown for "Firefox will:" to be able to set third-party cookies options. – Peter Mortensen – 2010-10-27T12:02:02.777