I don't think it's that it's not persisting the url. The problem seems to be with IE not allowing cookies to be saved from within an iframe (in this case the login cookie). Any cookie from an iframe is automatically labeled "third party" by IE and therefore rejected. Weblink forms, etc. actually work fine in an iframe if you lower IE's cookie restriction level from "medium" to "low" in Tools -> Internet Options -> Privacy. Have you guys thought of adding a P3P policy to the header of your forms so that IE will authenticate it? You can see what I'm refering to here:
http://stackoverflow.com/questions/389456/cookie-blocked-not-saved-in-iframe-in-internet-explorer
This would really help those of us who are trying to do more integration between our sites and F1.
Thanks,
Brad Sheasby
Director of Web Services
New Life Church
Colorado Springs, CO