Hi Gary
Check out Cambs FHS website at
http://www.cfhs.org.uk/Search.htmlThere's a baptism index 1801-37. Just put in Cook. Whittlesey.
You'll find exactly what you're looking for!
In 1841 there's a family in Whittlesey
HO107/82/2 folio 16A
Barrs Lane, Whittlesey
Thomas Cook 49 Brewer born in Cambs
Mary Cook 39 b in Cambs
Alice Cook 17 b in Cambs
George Cook 11 Not b in Cambs (age in the male column)
Sarah Cook 9 Not b in Cambs
Jeremiah Cook 7 Twin Not b in Cambs
Harriett Cook 7 Twin Not b in Cambs
Maria Cook 2 b in Cambs
I suspect that something got lost in the enumeration process and that George is actually Georgiana. Alice is also in the Baptism Index. There's also a burial index where you can cross match a couple of the children.
Regards
David