I read a bit into P3P and this is difficult. Let's start with a quote from http://www.oreillynet.com/mac/blog/2002/06/p3p_in_ie6_frustrating_failure.html#comment-38046
So we can not simply add a header to DokuWiki just to circumvent IE's cookie policies because we can not know where and how DokuWiki is used.
One idea would be to create a DokuWiki plugin that allows you to define your privacy settings and creates a valid P3P policy automatically. Something similar to http://www.webentrust.com/p3ptools/editor/templates.html
Has anyone insight how other webapps handle this?