Hello Guys
Liferay is an EMS portal to develop java based web appliction and having portlets to write business logics. We can set cookies in liferay portlet without heavily modifying the Liferay portal itself, The best way to set the portlet cookies is to let the portlet generate a javascript, which will then let the client to set the cookie.

So I developed the following to the doView method to set cookies :

if (renderRequest.getPortletSession(true).getAttribute("set_cookie")!=null){
    return;
}

String cookie_value = renderRequest.getPortletSession(true).getId();
String cookie_hours = "6";

StringBuffer buf = new StringBuffer();
buf.append("\n <script>");
buf.append("\n var today = new Date();");
buf.append("\n var expires_date = new Date ( today.getTime() + (" + cookie_hours + "*1000*60*60) );");
buf.append("\n document.cookie = \"linkedIn=" + util.getAppKey() + ";expires=\"+expires_date.toGMTString();");    
buf.append("\n </script>");

renderResponse.setContentType("text/html");
PrintWriter out = renderResponse.getWriter();
out.println(buf.toString());
renderRequest.getPortletSession(true).setAttribute(SET_COOKIE, cookie_value);