>One way might be to include something like an IMG tag in the page whose SRC is an another site, and include an ID of some type in the query string (or even file name) of that tag. Say, the primary cookie value was 12345. You return that cookie with the response, but also include something like IMG SRC="http :// sisterSite.com / image_12345.gif". The sister site could map the GIF extension to an application that parsed out the value, and assigned a parallel cookie while still returning the base GIF.
If I understand correctly, that would require an application to act upon any GIF pulled from the server and decide based on a specific image to process some kind of code to generate the cookie. But, that cookie has also to be returned in some kind of code on all those servers.
I'm not sure this is what they are doing. I'll keep searching.