IE compact privacy policy problem

I've got an online shop setup at one of our artists websites www.danreed.com/shop.php via an iframe.

The shop workes fine in firefox, chrome etc but IE will not accept the cookies as it's a "third party site".  I've downloaded the IBM p3p policy editor and created a policy for online stores.

I've added the line

header("P3P: policyref=\"http://www.townsend-records.co.uk/w3c/p3p.xml\", CP=\"NOI CURa ADMa DEVa TAIa CONa OUR DELa BUS IND PHY ONL UNI PUR COM NAV DEM STA\"");

to my code and this made the header look like the following

HTTP/1.1 200 OK
Date: Thu, 25 Mar 2010 11:20:22 GMT
Server: Apache
Set-Cookie: PHPSESSID=m2k1jtf5hbm5ntj81bcoi5t1m2; path=/
Expires: Thu, 19 Nov 1981 08:52:00 GMT
Cache-Control: no-store, no-cache, must-revalidate, post-check=0, pre-check=0
Pragma: no-cache
P3P: policyref="http://www.townsend-records.co.uk/w3c/p3p.xml", CP="NOI CURa ADMa DEVa TAIa CONa OUR DELa BUS IND PHY ONL UNI PUR COM NAV DEM STA"
Content-Length: 2795
Connection: close
Content-Type: text/html; charset=ISO-8859-15

Unfortunately this hasn't worked and IE still says it could not find a privacy policy for the page.

Any help would be greatly appreciated.