Silverlight and Cookie

DateTime expiration = DateTime.Now.AddDays(5);
string cookie = string.Format("ad={0};expires={1}", txtCookie.Text, expiration.ToString("R"));
HtmlPage.Document.SetProperty("cookie", cookie);

Read All Cookies in Silverlight

var cooks = HtmlPage.Document.Cookies.Split(';');
foreach (var s in cooks)
{
    cook = s.Split('=');
    MessageBox.Show(cook[1]);
}

This also can easily access cookies by asp.net.