1) To be honest i skimmed the article, i didn't see that they had you creating the cookie using fire cookie. If you use fire cookie, you wont need a web page to create the cookie.
2) I honestly dont know if the cookie can be created using IE or not, this is not my area of expertise.
3) Yes, creating the cookie in Fire Cookie does seam to be simpler, you are correct, again, this is not my area of expertise. using the protected page to create the coolie is one way to skin the cat.... there are bound to be many more...