we can define a new cookie like this
$_someValue = new CHttpCookie('someValue', 'some values here');
$_someValue->expire = 86400 * 30;
Yii::app()->request->cookies['someValue'] = $_someValue;
but if we can modify cookie and storage it like below, the life will be better :=)
Yii::app()->request->cookies['someValue']->value = 'another value';