It depends on when you set it and why. If you just set it as soon as anyone visits your site, and there is no essential reason for you doing that for the site to work, then you are breaking the law.
If you only set it when somebody logs in to your site, to maintain a logged in session, then it will be fine.
Comments
Okay, so I don't really use cookies ever, the only one I use is for the PHP Session Identifier. Is this going to be allowed? D:
I'm guessing that it will be because ICO is allowed..
It depends on when you set it and why. If you just set it as soon as anyone visits your site, and there is no essential reason for you doing that for the site to work, then you are breaking the law.
If you only set it when somebody logs in to your site, to maintain a logged in session, then it will be fine.