JQuery Cookies are not loaded when the browser closed and opened again (IE & Chrome)

JQuery Cookies are not loaded when the browser closed and opened again (IE & Chrome)

I created a portlet just like BBC web site has, and for my site I used jquery.cookie.js. It worked fine for firefox, but for IE and Chrome, it just work on browser refreshes.But when I closed the browser and opened it again, the cookies are not founded (null) and I couldn't do what BBC web site does. I tested the demo page
( http://www.shopdev.co.uk/blog/jquery-cookies-demo.html) which is provided and it resulted the same on IE and Chrome.

Please help me with this.

Thanks!