Cookies may not get sent with default MDS settings
You can detect this problem by viewing the MDS window and seeing the Cookies header that is being sent. The MDS will show SENT FROM DEVICE: Cookie: (all of your cookies here), and then later in, the request will show SENT TO SERVER: Cookie: (Only one of your cookies here).
In the config file for the MDS sim (rimpublic.property, in the MDS directory), under the (HTTP HANDLER) heading, make sure that application.handler.http.CookieSupport = false. I am unsure if there are any negative consequences to this.