You are creating the cookie before navigating to the site. If you are trying to create a cookie on the domain www.example.com, then you would want to navigate to some page on that domain, create the cookie, and then start your test.
From my reading a while back, the best way to do this is to navigate to some page you know will not exist on the domain, e.g. www.example.com/this404page, then create the cookie. It should load a lot faster since it's an error page and shouldn't contain much content. After creating the cookie on the 404 page, start your test

You are creating the cookie before navigating to the site. If you are trying to create a cookie on the domain www.example.com, then you would want to navigate to some page on that domain, create the cookie, and then start your test.
From my reading a while back, the best way to do this is to navigate to some page you know will not exist on the domain, e.g. www.example.com/this404page, then create the cookie. It should load a lot faster since it's an error page and shouldn't contain much content. After creating the cookie on the 404 page, start your test.