<%
<!--Эта строчка должна установить кукису-->
Response.Write """javascript:setCook('Cook1', 'test',5);"""

<!--***-->
<!--куча разного асп кода-->
<!--***-->

Response.Write "<script language=""JavaScript"">"
Response.Write "function setCook(c_name,value,expiredays)"
Response.Write "{"

Response.Write "var exdate=new Date();"
Response.Write "exdate.setDate(exdate.getDate()+expiredays);"
Response.Write "document.cookie=c_name+ ""="" +escape(value)+((expiredays==null) ? """" : "";expires=""+exdate.toGMTString());"

Response.Write "}"
Response.Write "</script>"
%>

Response.Write "setCook('Session888', 555,1);"