The following action removes cookie with a given name, belonging to a given path:
I found the code for the createCookie on the Selenium forums. I just added a member function on the Selenium object prototype named doRemoveCookie which in effect creates a Selenium action 'removeCookie'.
In the example above, I call the removeCookie twice, one removing a JSESSIONID cookie set on the root (/) and one removing a JSESSIONID cookie set on the directory /admin. In some cases, I found that it would be relevant to have to give the path information as some servers set cookies with the same name on different paths.