A normal html / web developer must be femilered with cookies and sessions. In normal case the cookie set by one browser cannot be access through another browser. Each browsers have its own space to store the cookie value. Thats why when you login your email account from one browser, if you go another browser , non of your preference will be available. This is the case of normal cookies.
HTTP cookies, or more commonly referred to as Web cookies, tracking cookies or just cookies, are parcels of text sent by a server to a web browser and then sent back unchanged by the browser each time it accesses that server. HTTP cookies are used for authenticating, tracking, and maintaining specific information about users, such as site preferences or the contents of their electronic shopping carts. The term “cookie” is derived from “magic cookie,” a well-known concept in UNIX computing which inspired both the idea and the name of HTTP cookies – Wikipedia
But what will do if you want to set a cookie which is to be accessed from different browsers , ie mozilla, safari, opera ,internet explorer share same cookie ??
Come back to the case of shock wave flie (swf ) or flash files. They also have privillages to set cookies in browser. Like html, it also have all the features in client side. Consider the cookie setting mechanism of a flash file. It is not on different places for different browsers. It is on a common file on your computer and no matter what the browser.
In this post Mr. Daniel Bulli explains it detaily. He is the big man here.
also see this link: http://www.ts0.com/crosscookie/example.html
A live example for cross browser cookie. Both of the sites provide source code of their implementation.