I would say it is most likely to be an IE bug where the page with the cookie headers does not apply those cookie headers untill the page has been loaded a second time and that is why when you hit refresh those cookie headers suddenly come into effect. The reason why that bug would exist is that cookies are usually used for more than one page so probably find in Microsofts opinion, you don't need to use the cookie on the first page. Infact Micrsoft is trying to introduce a system where there are no such thing as cookies to protect personal data. That's why I prefer to use server side cookies.
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
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cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
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cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster
cwarn23 387 Occupation: Genius Team Colleague Featured Poster