The Unofficial Cookie FAQ has some good information on cookie implementation.
In a nutshell, make sure that the path and domain values aren't overly-restrictive. The domain field is evaluated right to left, so that ".example.com" would cause the client to transmit the cookie with requests to www.example.com, foo.example.com, etc. If the domain were specified as www.example.com, the client would not transmit the cookie with requests sent to foo.example.com.
As others have suggested, if you specify the path value as '/', the client will transmit the cookie for all requests as long as the domain field permits it.