When a recipe calls for dry sherry, DO NOT use "cooking sherry". The only thing you should do with that shit is pour it out for your dead homies, and then only if you didn't get along very well when they were alive.
Instead, head next door from Kroger (or up the street from Publix) and grab a bottle of dry sherry from the Cambridge Bottle Shop. It doesn't cost much -- they had three different brands for $5.99 a bottle, and more for those who prefer fine sherry -- and your effort will be rewarded.
These guys also have a good variety of little bottles by the register, so if you want to try Jager in your own home without buying a crapload of it and finding out that it tastes like lawn clippings (remember lawns? Don't worry, Atlanta, they'll come out from under the snow eventually), this is a good place to compile a sampler and find out what you dig. read more