From the Apple developer faq
Safari ships with a conservative cookie policy which limits cookie writes to only the pages chosen (\"navigated to\
localStorage, supported by safari and all modern browsers, permits read/write operations even on pages loaded into iframes. if you don't mind dropping support for ie6 and ie7, try using localStorage instead of cookies in your framed site. i know your question specifically says you don't have access to code on the framed site, but for those who do, localStorage definitely solves the "no cookies in a safari iframe" problem.