The invention relates to methods for managing state information associated with user agents in systems utilizing the wireless application protocol. According to the invention, the user agent indicates in the header information of a WAP message such as a request to the cookie proxy that the user agent currently has a session having associated state information, when the user agent has received header information indicating the presence of a cookie during the current session. This informs the cookie proxy that it should continue storing the cookies associated with the current session. When the cookie proxy receives for the next time a WAP message without such indication, it can assume that a new session has started, in which case the cookie proxy can discard all cookies bound to the previous session unless certain parameters of certain cookies explicitly indicate that they should not be discarded at that moment. Further, in an advantageous embodiment of the invention, the cookie proxy can indicate to the user agent that it has no cookies associated with the current session. The invention allows the synchronization of the user agent and the cookie proxy.