If you've found this page then you've come up against IE6's privacy features. Namely that cookies are getting blocked and you need them not to be. Perhaps you need frames in your site, perhaps you're into affiliate marketing, but either way the cookies need to make it to your valuable surfer's computer!
At first Google search I was not impressed. If you want to pay around US$100 you can get software to do it for you. There was no way I was going to pay. For starters, I believe almost everything on the web should be for free, and secondly I knew in the back of my mind that I could get my head around an XML schema for less than $100.
So what do we want? A minimal P3P file that just works! When do we want it? Now! Let's face it - we just want our damn cookies to be written to a machine running IE6. I'm not saying privacy isn't important but the firefox/mozilla implementation works just fine for the majority.
So after a bit more searching around I found p3pbook. It's the accompanying website to what looks to be the definitive book on this stuff. They've got lots of examples and this is the most straight forward site I've found on the matter.
If you don't want to wade through the W3C Spec, this example document from the P3PBook shows you all the items of the schema. If you're serious about writing your privacy policy in perfect detail then you will have to check the offical W3C spec to understand the definition of each schema option.
Useful links
http://www.oreillynet.com/pub/a/javascript/2002/10/04/p3p.html