Well the second if() statement could be eliminated entirely, since all you're doing is duplicating a variable's value in another variable.
As for the first if() statement, it seems to be as short as possible given what you want to do. To be honest, I fail to see how one two short lines of PHP code is "real long" by any measurement.
EDIT: Okay, technically you could shorten it down to something like:
isset($_COOKIE['a']) ?: setcookie("a", 1, time()+60*60*24*730);
but that just seems more obfuscated (and thus harder to read and understand) than:
if(!isset($_COOKIE['a'))
setcookie("a", 1, time()+60*60*24*730);
(which is quite easy to read and understand).