We'll is it possible to set cookies every time a page loads by configuring apache?

This (http://httpd.apache.org/docs/mod/mod_usertrack.html) might be relevant. You could also set up a rewrite rule so that the flow of every goes like this:

Request --> set_cookie_page --> The file that was requested.

Where "set_cookie_page" is a CGI that sets a pre-defined cookie and redirects the user to the requested page.