1) Create a URL to a simple JSP (say HelloWorld.jsp) deployed in Web Server
that maintains session (say TomCat).
2) Create a CookieManager which accepts all cookies as given below:

      CookieManager manager = new CookieManager ();
      manager.setCookiePolicy(CookiePolicy.ACCEPT_ALL);
      CookieHandler.setDefault(manager);

3) ReadResponse
   - Open connection and read response headers and body from the
URLConnection.
   - Write the response headers/body to the console.
   - We find that Set-Cookie header has empty value.

4) Repeat step #3

Note: Please find MyCookieTest.java (attached) executing the above steps.

Observation
===========
From the response of step #3, we find that Set-cookie header has an empty
value. However, from the contents of the CookieStore we find that the
JSESSIONID cookie is stored (as expected).

From the response of step #4, we find that Set-cookie header is absent and
the session is maintained ( as expected).

Test Files
==========
Please find the test case MyCookieTest.java and HelloWorld.jsp attached.