When creating iFrame dynamically (javascript) on IE and trying to access its document, access denied error is issued (because its source is not on the same domain as the containing html).
I think I read somewhere that P3P header can lower this restriction (usually it is used for 3rd party cookies). Can anyone explain how to do it for dynamically created iframe (or point me to this data)?
No. P3P has no relation to the JavaScript Same-Original Policy, which cannot be circumvented short of a security hole in the browser or the remote site.
You may have to proxy the iframe content through your own site, if that's possible.