Redefine the Alias and omit the underscore (_) character.
This is a known issue with IE (http://blogs.msdn.com/b/ieinternals/archive/2009/08/20/wininet-ie-cookie-internals-faq.aspx).
Technically, an underscore (like this _ ) is not a DNS character. While Windows will allow the use of an underscore when naming a machine, it warns that doing so may cause problems. One such problem is that WinINET blocks attempts to set cookies on such domains. See http://support.microsoft.com/kb/316112/en-us.