How do I set cookies on Facebook or Canvas app?

I know Firefox and Chrome are handling this already and using the P3P header for IE will allow server side cookies to be set. I want to know if there is a way to set a cookie in the Facebook app that will work in Safari if the user has never visited your site?

I need to set up a session management cookie to see if my users or any data passed in the session. This works fine in all browsers except Safari, where the user has never visited the site due to Safari's third party cookie policy.

I thought it would work because Facebook is rendering the iframe as a POST to your app, but it doesn't seem like this is how my app won't set a cookie in Safari.

I was hoping that others have encountered this problem and can help me. Thank.