Simply add the CookieOK script to your site to comply with the new EU cookie law.
This very simple plugins places a notification above each page about cookie usage on your site through the CookieOK script by Digital Morphosis.
Stricly speaking, this might not be seen as a full compliance with the EU law 'to the letter' because that would mean either disabling large parts of your WordPress site or simply blocking visitors from browsing your site until they approve cookie usage. In both cases, your site will become very user unfriendly.
Therefore, this plugin is designed to be less obtrusive than others. Visitors will see a small band above each page with a notice about cookies being used which they can accept, after which they will not see the notification any more. But even if they ignore the message, they will still be able to browse your site. Nobody will be blocked at any time.
This plugin does not create a possibility for users to disapprove of cookies and continue browsing your site without them. It simply is impossible to create a generic server side method to prevent cookies. Besides WordPress's own cookies (left when a visitor comments or logs in), there are just too many plugins out there that all place their specific cookies. Visitor stats, social media buttons, embedded Youtube or other media, Gravatar hover cards, chat widgets or buttons, fancy sliders, big menus or other web 2.0 effects, multi-language plugins, adverts... The list goes on and on so even if it is possible in particlular cases, it would be just silly to attempt this for all sites.
Currently, there are no configuration options. The cookie notification is a fixed generic message in English only. The notification bar appears at the top with a green background color. Future versions will get a configurable message, multi-lingual support and some styling options.