The problem is the way they call jquery-cookie file within their scripts. It looks like mod_security is blocking it(assuming you run on apache) and therefore causing the cookie to be never set on the client.
The easiest solution is the following:
1) Change the filename jquery-cookie.js to jquery-cooki.js. (the files are located under /wp-content/plugins/dreamgrow-scroll-triggered-box)
2) In the index.php go to function stb_enqueue_scripts() and change the filename inside the function to jquery-cooki.js
That’s it. If you have a Firebug, you can now see that the cookie is set.
