Thank you both for the information. I am still confused on the
fundamental issue though. Is it possible for a proxy to be effectively
invisible? I keep getting different answers from different people.

If I go to a.proxy.com which is proxying a.site.com then I expect that
a good browser will refuse to accept cookies in the .site.com domain.
But if it were possibly to configure the proxy so that the browser
thought it was in the .site.com domain even though the url was
.proxy.com (which is what I thought a proxy essentially did) then the
cookies would be accepted, and people keep _suggesting_ to me that
this is possible (although nobody ever goes so far as to tell me what
I need to do with my config to achieve this!).

Can you put this question to rest for me once and for all?

Thanks.

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