I'm testing it now. The current theory is that IE8 is forcing the domain to be passed along with the cookie. What I'm testing on a few sites is modifying libs/html.inc.php
Around line 771 you'll see this:
setcookie("$name","$value",$time,$cookiepath);
You can try changing that to the following (using your actual domain name)
setcookie("$name","$value",$time,$cookiepath,".yourdomain.com");