http://msdn.microsoft.com/en-us/library/ms178194.aspx
A cookie is a small bit of text that accompanies requests and pages as they go between the Web server and browser. The cookie contains information the Web application can read whenever the user visits the site.
For example, if a user requests a page from your site and your application sends not just a page, but also a cookie containing the date and time, when the user's browser gets the page, the browser also gets the cookie, which it stores in a folder on the user's hard disk.
Later, if user requests a page from your site again, when the user enters the URL the browser looks on the local hard disk for a cookie associated with the URL. If the cookie exists, the browser sends the cookie to your site along with the page request. Your application can then determine the date and time that the user last visited the site. You might use the information to display a message to the user or check an expiration date.
Cookies are used for many purposes, all relating to helping the Web site remember users. For example, a site conducting a poll might use a cookie simply as a Boolean value to indicate whether a user's browser has already participated in voting so that the user cannot vote twice. A site that asks a user to log on might use a cookie to record that the user already logged on so that the user does not have to keep entering credentials.
If you do not set the cookie's expiration, the cookie is created but it is not stored on the user's hard disk. Instead, the cookie is maintained as part of the user's session information. When the user closes the browser, the cookie is discarded. A non-persistent cookie like this is useful for information that needs to be stored for only a short time or that for security reasons should not be written to disk on the client computer. For example, non-persistent cookies are useful if the user is working on a public computer, where you do not want to write the cookie to disk.
Most browsers support cookies of up to 4096 bytes.
A cookie limitation that you might encounter is that users can set their browser to refuse cookies.you might have to avoid cookies altogether and use a different mechanism to store user-specific information. A common method for storing user information is session state, but session state depends on cookies, as explained later in the section "Cookies and Session State."
Before trying to get the value of a cookie, you should make sure that the cookie exists; if the cookie does not exist, you will get a NullReferenceException exception. Notice also that the HtmlEncode method was called to encode the contents of a cookie before displaying it in the page. This makes certain that a malicious user has not added executable script into the cookie.
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