Java Applet CookieManager not adding cookie to browser

Question

In my application, we use java applet to write cookie on browser and use jquery to read this cookie. I tried do like tutorial but I always don't see the cookie set on my browser.

http://docs.oracle.com/javase/tutorial/deployment/doingMoreWithRIA/accessingCookies.html And here is my code: The first I create a class to handle the cookie

import java.net.CookieHandler;
import java.net.CookieManager;
import java.net.CookiePolicy;
import java.net.CookieStore;
import java.net.HttpCookie;
import java.net.URI;
import java.util.List;

public class CookieAccessor implements CookieStore {
    public CookieStore store;
    public CookieManager manager;

    public CookieAccessor() {
        try {
            manager = new CookieManager();
            manager.setCookiePolicy(CookiePolicy.ACCEPT_ORIGINAL_SERVER);
            CookieHandler.setDefault(manager);
            store = manager.getCookieStore();
        } catch (Exception e) {
            e.printStackTrace();
        }
    }

    @Override
    public void add(URI uri, HttpCookie cookie) {
        // TODO Auto-generated method stub
        store.add(uri, cookie);
    }

    @Override
    public List<HttpCookie> get(URI uri) {
        // TODO Auto-generated method stub
        return store.get(uri);
    }

    @Override
    public List<HttpCookie> getCookies() {
        // TODO Auto-generated method stub
        return store.getCookies();
    }

    @Override
    public List<URI> getURIs() {
        // TODO Auto-generated method stub
        return store.getURIs();
    }

    @Override
    public boolean remove(URI uri, HttpCookie cookie) {
        // TODO Auto-generated method stub
        return store.remove(uri, cookie);
    }

    @Override
    public boolean removeAll() {
        // TODO Auto-generated method stub
        return store.removeAll();
    }
}

Then I call it in main applet (I use jquery to run this applet):

try {
    cookie = new CookieAccessor();
    HttpCookie cookiedata = new HttpCookie("UserName", "Jonh");
    URL url = new URL(getCodeBase().toString());
    cookie.add(url.toURI(), cookiedata);
} catch(Exception e) {
  e.printStackTrace();
}

But I've checked the browser cookies and there's no UserName What is missing in this code?

Many thanks!