How Do I Pull a site into mine?

I need to find a solution for a method i am trying to do for marketing affiliate products in google adwords.

The problem is that I am using iFrames, so that when the user clicks my ad, they get taken to my website, but the user see's the affiliate site and the page has my affiliate link. The problem is that Internet Explorer don't detect the cookies when an iFrame is used, so i'm losing alot of customers.

Is there a way that I can get the user to click my link, be taken to the affiliate website (under my domain name) and the cookie with my affiliate ID will work....... without using redirects or iFrames

I hope someone knows how to do this and i would be eternally greatful if you could help :)

I think I found the answer, you need to impliment the p3p privacy protection

P3P: The Platform for Privacy Preferences

how do i actually implement the p3p thing?

could you help me out with examples of the kind of code i'm looking for? I am really desperate to get this thing working

Please help :)