UPDATE: This Plugin has been updated, see please the new post, thanks.
Unless there's a security risk, I'm always slow to upgrade my blog to the latest & greatest WP, the reason is plugins, when there's a major revision update, plugins cause problems, so it's usually best to wait for the maintainers to fix them before upgrading.
Anyway, I started to test the upgrade, and realised that I had a plugin that didn't work, and yes you guessed it, it was the one I wrote ! - DOH !
It appears that v2.1 was more fussy about pluggable functions, but a quick fix and it's done, so I give you...
Standard wordpress plugin rules apply, save as root-cookie.php, stick it in your wp-content/plugins directly and activate, log-out (or clear your cookies) and when you log in you'll get a cookie with the full domain path... happy days !