I was looking for some way of at least attempting to comply with the EU cookie laws which come into full effect in the UK this month, so i had a look for a Wordpress plugin for this site and came across Cookie warning for wordpress. Now I'm not a legal expert and have no idea whether this is sufficient or not but my theory is that at least I've made an effort.....
This is provided free and without any warranty whatsoever. It may not even work.
Download the Free EU Cookie Law "Cookie Warning" Module - Latest Version
Version 0.2 - Oops!
Initial release version - version 0.1