MS passport loads an image from passport.msn.com and then they just put that image on every page that there is a passport login. So you could do it that way: something like:
<img src="http://yourdomain.com/setcookie.cgi" alt="" /> you just need to make your 'setcookie.cgi' header send the cookie you want to set and then tell it to print the location of an image. Something like this: (untested)

#!/usr/bin/perl -T
use strict;
use warnings;
use CGI;
my $cgi = new CGI;
my $cookie = $cgi->cookie(-name   =>'somename',
                          -value  =>'somevalue',
                          -path   =>'/',
                          -expires=>'+10y', #long cookie
                          -domain =>'yourdomain.com',
                          );
print $cgi->redirect( -cookie=>$cookie,
                      -uri   =>'http://yourdomain.com/someimage.png');
[download]

The only caveat is that some ad-blocking software blocks this as it is normally used to track people. This is especially true if you make the image a 1x1 transparent GIF. But if you aren't worried about that this should be the solution you are looking for.

Hope that helps
Chris

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