How do sites set cookies, just from looking at Google results?

[Gracia]

The other day i decided to wipe all of the cookies off my system (call it spring cleaning), and i set Firefox so that it prompts me everytime a site tries to deposit one.
and now i have noticed something weird -- if you do a search on google for anything at all, then, more often that not, when the results page comes up, one of the sites listed will try and set a cookie. and it doesn't even seem to be the ones using adwords either -- it even happens for sites in the normal list.
now, how on earth does that happen? how can a site deposit a cookie on your system when you haven't even visited it? i could understand it if it was just the sites with ads on the results page - but how do the sites in the normal list do it?