Third party local shared object

Every one speaks about it but seems no one explains how to use it.

I need to build a flash banner that presents some products and I need that banner to remember the last product that was clicked by a visitor in any website.

To be more specific, say this banner is present on SITE_A and SITE_B and a visitor visits SITE_A and choose a product. Then the visitor visits SITE_B and the same banner is displayed. Well, I want the banner in SITE_B to know what product the visitor has already choose when he visited SITE_A.

If I use simple local shared object the cookies are stored based on the domain name so SITE_B can’t read the cookies generated by SITE_A.

I read on some adobe pages that this is possible but they doesn’t provide information about how to do it, they only mention a certain “third party local shared object”.

Anyone knows how to do this using only flash and as2?
Thank you in advance.