@SetHttpHeaders cookies - Please enlighten me

I have successfully used the SetHttpHeaders to have documents that open with _parent return to the view that opened it. This has been a real treat. However, I am hoping to use it on a large database that has already had major performance issues due to highly controlled readers fields, large number of documents, and a large number of hits. I am not sure I truly understand what the document.cookie does, it is not writing to my local pc like a normal cookie and I remember reading somewhere, maybe in notes.net, about some limitations to using the document.cookies. Can anyone give me further information than what I read in designer help? Any input on your experiences would be helpful.