Problem with Quicktime 7 plugin and password-protected site

I have been having problems trying to view movies with the browser's
Quicktime 7 plugin in our intranet. The system is password-protected
and uses normal PHP sessions and cookies for user authentication. When
I click on the movie URL, the quicktime logo appears with a question
mark. This does not happen with Quicktime 6 or under.

I think the reason is that the quicktime plugin makes a separate
request to the server but it does not send the cookie, so instead of
getting the movie, it gets an error message.

Does anybody else has this problem? Any ideas to solve it?