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Not really its pretty straight forward and their are plenty of support threads about this and info on the web about how cookies work. They are only wrote on the domain you specify so if you leave it blank it is written on the domain your on so since your urls are different that cookie does not work. The only way a cookie will work on all subdomains it must be written as .brianmahieu.com so it will work on all your subdomains.
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