Methods, systems, computer program products, and methods of doing business by improving quality of service ("QoS") in network exchanges comprising a plurality of related request and response messages. A TQoS ("transactional QoS") cookie is defined, which is used to store information needed when controlling response time (and perhaps other QoS factors as well) for messages exchanged with a particular client. In preferred embodiments, this QoS information comprises a relative priority for these related messages and an available bandwidth for transmitting messages to the client. The disclosed techniques enable applying consistent QoS requirements for delivery of all the related Web objects comprising a transaction. No changes are required on client devices or in client software, and there is no dependency on a client to support cookies.