The zone determination function in Microsoft Internet Explorer 5.5 and 6.0 allows remote attackers to run scripts in the Local Computer zone by embedding the script in a cookie, aka the "Cookie-based Script Execution" vulnerability.
https://oval.cisecurity.org/repository/search/definition/oval%3Aorg.mitre.oval%3Adef%3A96
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2002/ms02-015
http://www.securityfocus.com/bid/4392