How to set cookie on window.open call

I have loaded an html page "Page1" into an HTML object.

I click a link on that page that calls window.open to load a new page "Page2" into a new window.

How do I set a cookie on the request for the new page "Page2" ????

I can't see anyway whatever I subclass to access the request object for Page2.

I can't see anyway to add cookie or any headers in the HTMLLoader

Even though I have used a custom HTMLHost that gives me access to the createWindow call and gives me access to the HTMLLoader there seems nothing accessible to set any cookie or header.

Would very much appreciate some help here!!