Invisible Cookies With Javascript For IE 6

I had no experience with cookies up to today. I read about the properties of cookies. Then I started to write a few lines of Javascript into my html-page:

function SetMyValue(name, val)
{
document.cookie = name+"="+val;
}

and

SetMyValue('firstname','michael');

I did not set the properties "expires" and "domain".

When I put the page to my server, called it with the IE 6 and looked
into the IE for my cookie, it was not there. But when I made a cgi program
that showed HTTP_COOKIE, I saw, that the IE was sending it. So I had
an invisible cookie with my IE. Only when closed the IE and opened it again,
it was lost.-