First party cookie and Third party cookie confusion

Matt Hopkins, over at Webanalytics Matt, has a great posting about the confusion of first party and third party cookies. According to Matt, there is sometimes the situation "where an analytics vendor issues a cookie through a page tag the cookie is seen as a third party cookie because it is being generated by the analytics server which is having the tracking 1×1 invisible gif image requested from it by the page tag. It is however possible to have an analytics cookie issued by the third party vendor but still look like a first party cookie."

And here is how it works.