I had cookie trouble with the PerlMonks::* modules as well. It was a while ago, but I think these two changes fixed it for me.

• BEGIN {
    # This dir needs to be writable by you (or perhaps your webserver).
    # Your cookie and cache of node information will be stored here
    #
    $ENV{HOME} = $ENV{PERLMONKS_RCDIR} = '/path/to/some/writable/dir';
  }
  [download]

• Using $n->add_pm_cookies() specifically instead of the more general $n->add_cookies().

If nothing else, tweaking the two environment variables -- HOME and PERLMONKS_RCDIR -- might fix the immediate problem.

-Blake