SSO:I am puzzled.

before this thread ,I have searched a few information about sso.
now I am puzzled,I am wondering if I am a little silly.
I think sso is very simple,when a user has logined at one site such as first.example.com,so the below thing:
  HttpCookie login = new HttpCookie("uid", "uidvalue");//of couse the sensitive infomation will be encrypted
                    login.Domain = "example.com";
                    login.Expires = DateTime.Now;

                    Response.AppendCookie(login);
when he visist other site such as second.example.com,do the  below thing:
 HttpCookie login= Request.Cookie ...