eu cookie compliance
The simplest way to ensure compliance for Drupal is to install the Cookie Control module, which has been created for exactly this purpose:

On May 26th 2011 a new EU originated law came into effect that requires website owners to make significant changes to their sites and may fundamentally change the whole web browsing and shopping experience for everybody.This Cookie Law is amended privacy legislation that requires websites to obtain informed consent from visitors before they can store or retrieve any information on a computer or any other web connected device.
Cookie Control does just that, presenting users with clear information on whether cookies are present, linking to your privacy policy (where you should have specific information about what cookies are in use), and advising users on how to adjust browser settings and what cookies mean for them.

There's also the EU Cookie Compliance module:

This module intends to deal with the EU Directive on Privacy and Electronic Communications that comes into effect in the UK on 26th May 2012.

This second one does a better job in my opinion.