Throw excep. if add cookie and no URL loaded yet

Addresses the misbehaviour reported by Issue #178, but it doesn't implement what requested.
Instead, after discussing with David Burns (Mozilla, W3C Browser Automation Specs), we concluded
Firefox misbehaving in accepting the cookie.

In fact, ChromeDriver throws an exception in this scenario.

I have also filed a bug against the W3C specs so that this scenario could be described and addressed
explicitly. See https://www.w3.org/Bugs/Public/show_bug.cgi?id=20975.