Hi MrT,
mhh I try to help you
As I wrote it works on my XP Home Netbook. Now I am at home at my W7 64bit System and deinstalled the CCleaner v2.25 and installed the v2.24 - Firefox was open. After installing it the same issue here: no cookies. Then I closed Firefox and CCleaner, opened CCleaner and... everything is okay. I am sure that Firefox was not active when I tried it on v2.25...
Hope this helps a little bit.