import org.apache.jmeter.protocol.http.control.CookieManager;
import org.apache.jmeter.protocol.http.control.Cookie;

CookieManager manager = ctx.getCurrentSampler().getCookieManager();
Cookie cookie = new Cookie("GSMSessionSID", "GSMSessionSID", "qinsilk.com", "/gsm", true, Long.MAX_VALUE);
manager.add(cookie);