EU Privacy and Communications Directive
Data Protection Act 1998 (UK) Active from 24th May 2012 in relation to the EU Privacy and Communications Directive.
On 26 May 2011, the Privacy and Electronic Communications (EC Directive) (Amendment) Regulations 2011 come into force. These amend the Privacy and Electronic Communications (EC Directive) Regulations 2003. The Information Commissioner already has enforcement powers under the 2003 Regulations. The 2011 Regulations enhance these powers and introduce new requirements, most notably in relation to cookies.
I have had a look at how the regulations can be implemented in the UK, not sure how it affects other E.U. Countries.
You will need to change the header so it looks like this (
www.thelocalbusinessdirectory.co.uk) and this is the code for the new /includes/theme-header.php that creates this warning to web site visitors about the use of 'cookies'
http://www.demonlee/wp-downloads/theme-header.php (cookie warning)