For those for whome cookies' management is confusing ... Rated 5 out of 5 stars
1- Open Firefox Options / Privacy : check "Accept cookies", uncheck or check "Third-party cookies" (better unchecked) : this will be the default setting for all cookies.
Accept cookies : if for session only, will be deleted with session unless considered as "Exception", see below
I set "for session only", this way non-exception cookies are removed on Firefox exit, otherwise they are removed by this add-on on Firefox restart if you have quit Firefox while a site was open.
2- You are on a website, you have set (above) cookies to be allowed, ok. Now you have 2 options :
2.1- Either you do nothing : when you close the site, its cookies are removed ;
2.2- You want to keep the site's cookie(s) : easy : open Firefox's 'Page Info' window, either from "Tools" menu, either from a dedicated button (there is a 'Page Info Button' add-on that does it with a click). On the 'Page Info' window, choose 'Permissions' tab -> Cookies :
Uncheck 'Default Permission' : your site is now an 'Exception' -> Now, set it as an exception either for :
Session only, Authorize (stays), block (never created - if already exists, removed with add-on)
And that's it! - This is the best procedure !