I've been reading many times the one topic about this problem, it seems that wordpress isnt able to set the cookie when we're using popup comments. I can't believe either, that this issue has 2 years
and we're in WP version 2.1 (wich was announced as absolute beauty) and this STILL can't be solved!
you really got to be kidding me, doesnt work, with any theme and i dont wanna use inline comments, but i guess there is no other option.
if someone found a solution, plz, let me know, i've tried the hack mentioned on that thread, but nothing happens.