I have two websites, let\'s say they\'re example.com and anotherexample.net.
On anotherexample.net/page.html, I have an IFRAME S
If you own the domain that needs to be embedded, then you could, before calling the page that includes the IFrame, redirect to that domain, which will create the cookie and redirect back, as explained here: http://www.mendoweb.be/blog/internet-explorer-safari-third-party-cookie-problem/
This will work for Internet Explorer but for Safari as well (because Safari also blocks the third-party cookies).