cookie is not creating in IE6 through ASP Classic

Question

Hi,

I am writing a cookie in ASP Classic Page like Response.Cookies("FName")="John_kate" and immediately redirecting from that page to another page Response.Redirect("http://www.mydomain.com"). But after redirecting if I check the cookie, I cannot see the cookie. I checked in the Mozilla Firefox, In this browser I am able to see the cookie.

What would be the problem with Internet Explorer?

Thanks in advance.