How to configure a Windows Embedded Standard 7 Thin Client to permanently store IE Browser Cookies

I don't think apache can be the enforcer here. Even the RequestHeader unset option above will only happen after the client has sent the request with the cookie.

The key thing here the google page speed tool is noticing is that the client sends the cookie on the request. That means somewhere in your application you have set a domain.com cookie (so in effect, *.domain.com). You need to carefully only ever set www.domain.com (or whatever subdomain you're using) in your cookies code. Truthfully, most professional websites wind up with so many third party widgets and javascripts and browser calls that its easier to just abandon your "main" domain for this and setup a full second domain that will never ever have a cookie set on it. You can see facebook does this with fbcdn.net. Huffingtonpost.com does this with huffpost.com.

Here's a little guide since I'm not sure if it's text or an IP addy alone.

It's probably something like:

option hpezupd code 137 = text;
option hpezupd "ftp://user:pass@ftp.example.com";

Note: You have to define the option in the general configuration; the option assignment can be in a subnet definition or similar.