Cookie not working

Thank you for providing such a wonderful plugin. I have one problem with the cookies.

As a test, when I select a few checkboxes, and I move away from the checklist page, when I return back to the checklist the ticks in the boxes disappear.

I have added [frontend-checklist] into the editor (Appearance > Editor) – I am not sure whether this needed to be done?

But whatever I try, the checkboxes do not work. Do you have any idea what I may be doing wrong? Thank you

http://wordpress.org/extend/plugins/frontend-checklist/