why not just set the cookies on "*****.net" ? Granted this would give the site at "*****.net" access to them, but as long as you A) name them appropiately* and b) store fairly harmless values in them it should be a problem. Another thought is to have one "main" site at a static location, then have everything else bounce to there.
*name them so they dont conflict with any common cookie names that "*****.net" might be using. Friendlyness