There's nothing specific about FoxWeb with regard to p3p.  HTTP headers can be included with the Response.AddHeader method, but I'm under the impression that p3p policies are sent to browsers as a separate file in p3p.xml in the w3c subdirectory of your site's Web root.  Unfortunately I am not greatly familiar with p3p, but I did find a pretty good primer and step-by-step reference at http://www.oreillynet.com/pub/a/network/excerpt/p3p/p3p.html.