A method and apparatus for setting cookies on client devices 6, in particular for allowing maintenance of cross domain session continuity. A server 5 is provided for extracting a session ID from a first party cookie in the domain of the server 5 which is included in a HTTP request generated by a page 8 from a different domain active in a browser 7. Code is returned by the server 5 to that page 8 to cause it to generate a first party cookie in its domain which includes the extracted session ID.