From the IE Team: Google Bypassing User Privacy Settings
<a href="http://support.google.com/accounts/bin/answer.py?hl=en&answer=151657" rel="nofollow">http://support.google.com/accounts/bin/answer.py?hl=en&a...</a><p><i>In some situations, the cookies we use to secure and authenticate your Google Account and store your preferences may be served from a different domain than the website you're visiting. This may happen, for example, if you visit websites with Google +1 buttons, or if you sign into a Google gadget on iGoogle.<p>Some browsers require third party cookies to use the P3P protocol to state their privacy practices. However, the P3P protocol was not designed with situations like these in mind. As a result, we've inserted a link into our cookies that directs users to a page where they can learn more about the privacy practices associated with these cookies.<p>Information that Google collects in association with these cookies is subject to our Privacy Policy.</i><p>Doesn't seem nefarious.