Cookie is not set

I'm not able to create or modify cookies using the "Cookie Replace" functionality in LoadComplete 3.0.352.24. If the cookie doesn't exist from a receent request it's not created at all, and if I try to modify an exisitng cookie it's always blank.

Here's what I've done:

1. Created a variable (Var1) with some static data

2. Created a "Cookie Replace" in my first request (Name=test, Replace with variable=Var1)

3. Ran test, but my simulated request doesn't have a cookie at all.

I've also tried to use the "Cookie Selector" and save a server generated cookie to a variable without any success.

Any tips?