Cookie Problems on Multiple Host Setup

I recently setup multiple hosts on a IIS 5.0 server by having two different DNS names pointing to the same server address. After doing so, my ASP page that uses Cookies doesn't work, using either DNS name, but if I use the WINS name it works fine, am I missing an important step?

I guess I didn't explained myself correctly. The problem I have isn't sharing cookies between domains, what happend was that I setup multiple hosts on a single server using the advanced settings on IIS Admin. I have two different directories setup for each host name, and I had our network group setup two different DNS names with the same IP address to point to the server. When I tested the setup using the DNS names, the pages that are associated with each name is correct. My problem is that on pages that uses cookies, they aren't working anymore when using the DNS name. When I use the WINS name for the server, which points to one of the two hosts, it works. We have this type of setup on another server and it works fine, unfortunately the person who setup that server no longer works for the company.

Anyway since you brought it up, how do I set the master domain property?