Add-on CometChat - cookie issue?

I have an issue where they want a cookie to be enabled (as it keeps saying "Please Login To Continue" on the cometchat panel in the bottom right corner)

I've been waiting a week so far for them to help me with it - I don't much about cookies unfortunately... Has anyone else experienced this?

I quote:

Please create a cookie named cc_data whenever a user logs into your site. The code should be as follows in your site header:

Please destroy this cookie on logout. This cookie will be used by CometChat to identify the logged-in users on your site. Feel free to email me if you need further clarification. You may need to ask your programmer to add these details to your site template.
I haven't a clue what they are referring too, any ideas anyone?