Among other things, I'm trying to track whether users who START our web app with IE, then install Chrome Frame, continue using it or "disappear" (i.e., don't get Chrome Frame installed and start the app again).
One way to do that is with tracking cookies such as Google Analytics, IF the cookies are 'shared' b/t IE and IE+ChromeFrame
According to the Chromium project (the open source base for Chrome and CF) IE handles all of the network/cookies/history and CF piggy backs.
http://www.chromium.org/developers/how-tos/chrome-frame-getting-started/differences-between-chrome-and-chrome-frame#TOC-NETWORK-STACK