Lot's of people don't accept gratuitous cookies from random sites. I personally click ok to every cookie that gets set on my system. If people are rejecting cookies then this isn't going to work.
nuance pet hate of the day: I really hate sites that try to set cookies every time you reference anything (images etc.). You have to click no about 30 times every time you change a page on their site. I always aviod sites like this.