I have a Concrete5 site which already has a bunch of contents and I want to point the images to my cookieless domain without replacing the urls.
I created an htaccess that will redirect all images from my main site to the cookieless domain
http://www.example.com/images/header.jpg
to
http://static.example.com/images/header.jpg
It's actually working but YSlow doesn't seem to honor this. It's still giving me a low score on that part.
Since you didn't change the image links, browsers will still make a request to the original URL and will send the cookies. That's probably why YSlow is still giving you a poor score for that.
To properly change it you would need to:
It's a lot of work to achieve, and depending on your site traffic it may not be worth it. Like all YSlow rules (and those from other tools), it's important to understand the recommendations. Not all of them are worth the effort for all websites.
Reference: Cookie-less domains best practices