To be notified when a cookie is set on your browser, follow these guidelines:
If you are using Firefox, choose Tools and then Options. On the Privacy tab in the Cookie section, change Keep Until to Ask Me Every Time.
If you are using Internet Explorer (version 5 or later), select Internet Options from the Tools menu, and then select the Security tab. Make sure the appropriate zone is selected; then select Custom Level and check the Prompt options for both Allow Cookies That Are Stored on Your Computer and Allow Per-Session Cookies. ...