First I should say that when I changed the cookie expiration time from 30 minuts to 1 day, it was created.
And yes, I assumed the cookie was created. I'll fix that and see what happenes, but I guess that won't be neccessary (For the sake of the matter, not the sake of the program), 'cause I use Mozilla's developer plugin which displays information on all cookies the page uses. When trying to login with IE (Without the 'remember me'), it does not find a cookie, so it is definitely not created.
Anyway, it's pretty interesting that when giving an expiration time of a number of days the cookie is created, but when giving an expiration time of minuts or hours it's not.