Creating ActiveX/Java (?) control to set third party cookies

I'm looking for a way to set third party cookies (with users consent) from my webstie. As reward for having free information i want to set some third party (harmless)cookies. As this is normally restricted by default browser settings, i'd like to do this in another way, like for instance with ActiveX or with an Java Applet. I don't know what is possible in this matter, but i need professional advise on this matter. Hope we can find a solution together.