I am using ASP.NET.  I either add or set a cookie (depending on whether the HttpRequest contains a cookie with specified key), and immediately afterward call Response.Redirect.  The cookie is not set.  Is this correct behavior?  Is there something mutually exclusive about setting a cookie during an http response with a 302 status code?   
Here's the source:
        if (context.HttpContext.Request.Browser.Cookies)
        {
            var cookies = context.HttpContext.Request.Cookies;
            var stateCookie = new HttpCookie(SR.session, clientState.SessionId.ToString());
            if (cookies.AllKeys.Contains(SR.session))
            {
                context.HttpContext.Response.Cookies.Set(stateCookie);
            }
            else
            {
                context.HttpContext.Response.Cookies.Add(stateCookie);
            }
        }
Here are the Response headers
- X-AspNetMvc-Version - 2.0
- Connection - Close
- Cache-Control - private
- Content-Type - text/html
- Date - Sun, 20 Mar 2011 03:48:04 GMT
- Location - http://localhost:3599/Home/Redirected
- Server - ASP.NET Development Server/9.0.0.0
- X-AspNet-Version - 2.0.50727
 
     
    