Where the EU (Brussels) have made it a legal requirement that all websites notify all visitors that cookies are being used and thus require positive opt in to their use.
The deadline was 25th May 2011 and as no one knows how on earth it could be enforceable there is at least a 12 month moratorium whilst they try and come up with a plan, so no need to panic. Maybe a need to hate some interfering idiots in Brussels, and the British government for getting us in to yet another fine mess…