Fix order of ssl_conf vs ssl_setup in programs

Except ssl_phtread_server that will be done later
diff --git a/programs/ssl/dtls_server.c b/programs/ssl/dtls_server.c
index 55b6b3e..40416be 100644
--- a/programs/ssl/dtls_server.c
+++ b/programs/ssl/dtls_server.c
@@ -200,12 +200,6 @@
         goto exit;
     }
 
-    if( ( ret = mbedtls_ssl_setup( &ssl, &conf ) ) != 0 )
-    {
-        printf( " failed\n  ! mbedtls_ssl_setup returned %d\n\n", ret );
-        goto exit;
-    }
-
     mbedtls_ssl_conf_rng( &conf, mbedtls_ctr_drbg_random, &ctr_drbg );
     mbedtls_ssl_conf_dbg( &conf, my_debug, stdout );
 
@@ -232,6 +226,12 @@
     mbedtls_ssl_conf_dtls_cookies( &conf, mbedtls_ssl_cookie_write, mbedtls_ssl_cookie_check,
                                &cookie_ctx );
 
+    if( ( ret = mbedtls_ssl_setup( &ssl, &conf ) ) != 0 )
+    {
+        printf( " failed\n  ! mbedtls_ssl_setup returned %d\n\n", ret );
+        goto exit;
+    }
+
     printf( " ok\n" );
 
 reset: