public partial class cookieparam2cs_aspx : System.Web.UI.Page 
{
    void Page_Load(Object sender, EventArgs e)
    {
        // These cookies might be added by a login form.
        // They are added here for simplicity.
        if (!IsPostBack)
        {
            Response.Cookies.Add(new HttpCookie("lname", "davolio"));
            Response.Cookies.Add(new HttpCookie("loginname", "ndavolio"));
            Response.Cookies.Add(new HttpCookie("lastvisit", DateTime.Now.ToString()));

            // You can add a CookieParameter to the SqlDataSource control's
            // SelectParameters collection programmatically.
            CookieParameter cookieParam = new CookieParameter();
            cookieParam.Name = "lastname";
            cookieParam.Type = TypeCode.String;
            cookieParam.CookieName = "lname";

            SqlDataSource1.SelectParameters.Add(cookieParam);
        }
    }
}

// You can programmatically add a CookieParameter to the
// SqlDataSource control's SelectParameters collection.
CookieParameter cookieParam = new CookieParameter("lastname","lname");
SqlDataSource1.SelectParameters.Add(cookieParam);

// You can programmatically add a CookieParameter to the
// SqlDataSource control's SelectParameters collection.
CookieParameter cookieParam = new CookieParameter("lastname",TypeCode.String,"lname");
SqlDataSource1.SelectParameters.Add(cookieParam);