CSRF with AJAX problem

I have a problem/bug found? in AJAX with CSRF. I don't use {% csrf_token %} at all. I use only AJAX forms so - there is no cookie set for csrf. In taht case - https://docs.djangoproject.com/en/1.3/ref/contrib/csrf/#ajax is useless :(

I can use get_token to generate it, but I have to put it in all my sites so it has no sense. 

How can I make that cookie without using csrf tag?

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