On second thought, this doesn't depend on 409, but the client (piwik.js) needs to know/reconstruct the 3rd party cookie name.
We do need #408 fixed (possibly in conjunction with this ticket).
A first party cookie set by the client is sent as a URL param, eg PK_FPC (we could have a default and allow it to be set, ala cookie_name on the server).
Since first- vs third-party depends on whether Piwik is hosted on the same domain as the site being tracked, I'll refer to the current implementation as "legacy cookies".
Need to add documentation re: P3P policy for IE6+.