Sorry to have taken so long but have only just got back...
This shows the options for Self-Destructing Cookies
http://oi48.tinypic.com/15s6fjk.jpg and near the bottom you can see the Edit Whitelist button. Click on that and you will see
http://oi48.tinypic.com/10e0jz6.jpg (that pic shows the sites for which I allow cookies). To add a site to the whitelist click in the Address Of Website box and type in the URL
without the
http: or the www. part - you can see that for this site I have theanswerbank.co.uk - then click on the Allow button to add it to the list.