It's a "feature" of IE6. MS decided to add some new "pricavy & security" options to IE6, but which don't increase privacy or security, but managed to break a lot of things.
Have a look at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnpriv/html/ie6privacyfeature.asp
. A "feature" is that it tries to stop 3rd party cookies. And, when the board loads in a frame, then we're considered to be the 3rd party (as we're just a frame inside "somebody else's" site), so it doesn't allow any cookies.
There is a possible fix, but there's a worry that it won't be compatible with older browsers than IE5. I've been testing it out for a while, but can't see it being implemented here until it's a standard rather than partially supported......
Anyway, if your redirection service gives you the option, you can forward to your board instead of encasing it in a frame. Or, you can just risk the frame, as it doesn't affect anyone except IE6 users.