Cookies created for Anonymous user

Hi,
I am developing a retail website using Microsoft Commerce Server which
will 
allow anonymous user to shop. For this I create persistent cookies which 
store the MSCSProfile ticket. 
The problem I am facing is wwhen I delete all the cookies in my machine
and 
I enter the wesite for the first time it creates " 
Commerce2002_TestPersistentCookie
TestCookie ". With this if I try to shop the CommerceContext is not set
and 
i get an exception. But if I visit the site second time onwards it creates
" 
MSCSProfile " ticket and I am able to shop with using that Guid.
How can I solve this first time entry problem ?
Please help asap.
Regards.