if(! isset($_COOKIE['CookieName']))
setcookie('CookieName','yes',time+3600, "/path_to_script", "mydomain.ru", 0);
else
echo $_COOKIE['CookieName'];
echo '<HTML>';
echo '<BODY onLoad="alert(document.cookies)">';
echo '<FORM><INPUT type="submit"></FORM>';
echo '</BODY>';
echo '</HTML>';