Ok if you need the cookie in your jQuery then you cannot use session because that's only server side.
I would consider to use the ASP.NET Response.Cookies and Request.Cookies instead of the CookieHelper. (that what I did in previous projects)
For more information see ASP cookies on W3Schools or ASP.NET Cookies Overview on MSDN
And if you don't set any expires value, it will expire after the end of the session automatically. See also this stackoverflow questions : set cookie to expire at end of session? asp.net