I spend a great deal of time sorting out sites that run into legistaltive problems like this. I don't thnk the EU can think of anythink better to do sometimes! Given EU based sites not asking for consent are actually breaking the law. The ICO are taking a soft approach.  I should think they are given the number of sites affected.

The simplest solution I have found to this pending development of a dedicated module or inbuilt functionality is the CookieQ.

I am not affiliated in anyway but this service offers a quick solution to the compliance problem. The code is generated on their site and you paste it into the header of the DNN html module in advanced settings.

http://cookieq.com/CookieQ/index

There are other sites popping up daily offering similar services but a dedicated DNN solution would be nice.