This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
I think the OP is trying to SET new cookies into the response object. Of course as a result of forwarding, the response is reset, and none of the cookies are sent.
There is no way around this that I am aware of. If you haven't done any output you could maybe "include" instead of "forward" That will keep the cookies that have been set, and append the html output. In theory anyway ;-)