IFRAME and Third Party Cookies

I need to have the ability to allow third party cookies on an IFRAME’d page on my site. I have played with the P3P setup on my apache site but despite having the Compact Policy in the headers it still isn’t working. I was wondering if anyone knew where in the php files I should add the policy or a better way to do this?

Now for the explaination why so I don’t get the “don’t use iframe’s” messages. I use this page for real estate MLS searches, the MLS company in my area will only allow searches of the data from their server with cold fusion, and they won’t let me run wordpress, php or mysql on their site.