How do I save cookies for particlular sites, but delete the rest everytime I close Firefox?

I have tried to use the instructions from other posts. I have right clicked on the site page -> info -> permissions -> uncheck default cookies, allow. I have used options -> privacy -> exceptions -> entered domain name; with clear history settings -> cache only. I see that SUBDOMAIN cookies are set in the session, and that these are deleted when I close even though I have the SUBDOMAIN.domain.com listed in the allowed cookies exception list and are have subdomain default permission unchecked & allowed. The domain cookie is not deleted when I close firefox but the SUBDOMAIN cookie IS DELETED. Maybe this is the problem.