MYSAPSSO2 Cookie not being set

Hello,

We have Apache as a reverse proxy and Siteminder Webagent in front of our EP6 SP2 portal. When we try to access a KM document via the direct access link like http://sapsbx04.ipaper.com/irj/servlet/prt/portal/prtroot/com.sap.km.cm.docs/ipaper_kmcontent/ipep/public/images/$images.readme.txt

The document does not load, only a blank page. I used a HTTP Sniffer tool and noticed that the MYSAPSS02 cookie is not being set.

Any ideas why this cookie is not being set?

Thanks,

Keith