To make matters a little weirder, I had them look at the page load with Live Headers in FireFox, and I can see that the cookies are being sent down to the browser (see the red highlighting), but only the ones highlit in yellow are being seen by the javascript query.  The javascript we're using for reading the cookies is below.

http://localhost/dotnetnuke/jQtest.aspx

GET /dotnetnuke/jQtest.aspx HTTP/1.1
Host: localhost
User-Agent: Mozilla/5.0 (Windows; U; Windows NT 6.0; en-US; rv:1.9.0.6) Gecko/2009011913 Firefox/3.0.6 GTB5 (.NET CLR 3.5.30729)
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Language: en-us
Accept-Encoding: gzip,deflate
Accept-Charset: ISO-8859-1,utf-8;q=0.7,*;q=0.7
Keep-Alive: 300
Connection: keep-alive
Referer: http://localhost/dotnetnuke/Login.aspx?ReturnUrl=%2fdotnetnuke%2fjQtest.aspx
Cookie: .ASPXANONYMOUS=oHIeW9KJygEkAAAANWIyYzA0YjEtNTk5MS00NjY3LTg5M2ItYmMwMTIyYzdiNDI30; language=en-US; StyleSheetWidget_SizeWidget=width1024; StyleSheetWidget_TextSizeWidget=MediumText; authentication=DNN; .DOTNETNUKE=5CE103571124EA89D31E5EAAD0541B69A5D1F71257FBDCDB7CEE82B96718F1DEF17115019D51AB36FF84810C18066BAA5FFAE0AF15AE944536B97284EACCCF01; portalaliasid=AA5B803302FDBEF2DAFE5125CD8B82E0B021506E8618C864AD3FCC7F00A869F3EE04C90A4A880379618C493C9A77A1A4DA9A2A7666944DDE0624E010A691ED71A9F0130F5F4F9331; portalroles=; foo=153013034
Cache-Control: max-age=0

HTTP/1.x 200 OK
Cache-Control: no-cache
Pragma: no-cache
Content-Type: text/html; charset=utf-8
Expires: -1
Server: Microsoft-IIS/7.0
Set-Cookie: language=en-US; path=/; HttpOnly
Set-Cookie: language=en-US; path=/; HttpOnly
Set-Cookie: foo=378597374; path=/; HttpOnly
Set-Cookie: nxcm=x=378597374&y=1; expires=Thu, 22-Oct-2009 06:00:00 GMT; path=/; HttpOnly
X-AspNet-Version: 2.0.50727
X-Powered-By: ASP.NET
Date: Thu, 22 Oct 2009 17:54:01 GMT
Content-Length: 56173

javascript for reading the cookies:

function readAll(cookieName ) { he value of all cookies is ' + document.cookie); }