Most UK websites became technically illegal on May 26th 2011, due to a new law on cookies. Websites now need to ask for permission before they can set most cookies. With WordPress you can easily tell your users about the cookies you use and allow them to accept or not.
To do this you go to you WordPress Dashboard then go to Plugins > Add New. Type in Cookie Law Info and select Install Now.
Once installed and activated you will see a new tab on the left side admin menu called ‘Cookie Law Info’, hover over it and select Cookie Law Settings. This will then allow you to change settings of what your viewers will see.
All the settings are very self explanatory so you can work your way through the Cookie Law Message Bar, Customise Buttons, Using the Shortcodes and Advanced tabs. The standard cookie law bar looks like this below.