Is it possible to set a cookie during a redirect in ASP.NET?

I am using ASP.NET. I either add or set a cookie (depending on whether the HttpRequest contains a cookie with specified key), and immediately afterward call Response.Redirect. The cookie is not set. Is this correct behavior? Is there something mutually exclusive about setting a cookie during an http response with a 302 status code?

Redirecting default.aspx to root virtual directory

I have a simple ASP.NET 3.5 application running under IIS7 under a virtual directory. So the URL of my app is like http://example.com/app. I want to 301-redirect the request to example.com/app/default.aspx to example.com/app for better SEO. I have to do this redirect through code only, not by any IIS settings. I am unable to do so via code mentioned in this article: