The compact privacy policy
IE6 security settings (default is medium) requires a compact privacy policy. In short it is a series of mnemonics in your HTTP header that tells IE6 what you're going to do with the data you collect. If it is in place it will allow your cookies in every, but the highest security settings.

Get the policy
First you need to know what you are going to do with the data and then tell it to IE6. This is easy. Sign up and use a free compact policy generator, answer the questions and they mail you a policy string with the mnemonics.

Implement
Now you have the string, you need to insert it in the right file. Just open /modules/istats/include/counter.php and insert the following line, above the 'include' lines:

header('P3P: CP="CAO DSP LAW ADMa DEVa OUR IND PHY ONL UNI PUR COM NAV INT DEM CNT STA PRE OTC"');

The bold mnemonics should be replaced by your own policy string. Save the file and off you go! Now your stats are really working.

The complete solution
If you want to do it right, read:

http://www.w3.org/P3P/usep3p.html.

It requires a lot more to protect the privacy of your visitors. You need to create a couple of XML files, disclaimers, etc. The quick solution will get your stats working right. The complete solution will create trust among your visitors.

I implemented it on my Dutch website, Chivo, alles over vitaliteit, vitaal voeden en voelen. And as you can see, no cookie blocking from IE 6.

I thought you might want to know. Good luck.