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Any reason you guys don't set them? It works well for Wikipedia, phpBB, vBulletin and a gazillion other sites/software systems that have logins, so why does this site set cookies that expire at client shutdown? Any particular reason? I can maybe see an argument for security, but there's nothing we can do on this site that an admin can't easily undo, so...
Come on, the CFMX documentation is pretty clear on how to set persistent cookies, so use it.