A method and apparatus for setting cookies on client devices (6), in particular for allowing maintenance of cross domain session continuity. A set of servers (4, 5) are provided for recognising that the referrer information in a received HTTP message indicates that the current page in a current domain has been reached from one of a predetermined set of domains A, B, C and issuing a temporary redirect message to instruct the client device (6) to resend the HTTP message to a server (4, 5) in said one domain. The server (4, 5) in said one domain then extracting a session ID from a cookie in the header of the HTTP message and sending code back to the client device (6) to generate a cookie in the current domain including that session ID.