crossdomain cookie using iframe, how?

I searched a lot on this topic, but didn't really found a solid answer to this.

I need to set a cookie from any domain (out of my control), lets say "Domain B" to my main domain, lets say "Domain A", and be able to read the cookie also, without exiting Domain B. kinda like Facebook connect for websites, or Snap.com, and others of the sort. how it that done?

If I look at 开发者_StackOverflow社区lets say http://ajaxian.com/ I see Firecookie shows cookies from many domains being used on that website, and I really wanna know how it's achieved.

The way one normally sets a cookie on a 3rd party site is a webbug, a 1x1 pixel transparent gif served with a cookie or written with script to set domain b stuff to be read by domain a via a server