It's only illegal if you don't inform about sending cookies. When the law first came into usage, socialdemokraternas and polisens websites were reported during the first hour ^^
I noticed that when you go to LM, you don't go to an index-page, you go to the page you last viewed. Do you use cookies for this? If so, would you please remove it, it's enoying as hell :/
(And here in Sweden it's illegal)