What's the easiest way to set up a [cookieless domain](http://wasimasif.wordpress.com/2009/07/17/serving-images-from-cookie-less-domain/) on a WHM/Cpanel server?

And please don't answer "[Don't set a cookie on your domain then](https://stackoverflow.com/questions/1186987/how-to-setup-cookieless-domain-in-lighttpd#answer-1187097)", I want to ensure that even if something on the server tries to set a cookie, it won't work. If this feature is possible anyways... Thank you.