If you don't have the cookie, you don't get out, and all requests forward to what I'm calling the proxy server.
When I start up my computer, I have a weather applet at the bottom of my screen, and it gets its data from NOAA computers somewhere on the intarweb. In hotels, that isn't allowed to get updates until I agree to the T&C. Same for IM clients -- can't use those until T&C agreement. Firefox opens with 5 different tabs (IWT, ESPN, CNN, and a couple others). When that happens the first time on my stay at a new hotel, I get 5 different copies of the same "agree to these T&C" page.