[Shamil.]

Here is a basic piece of PHP to do this.

Set the cookie...

PHP Code:

setcookie("Cookie", '1', time()+3600, ".yoursite.com", 1); //Cookie will expire in an hour. Change to your needs... 


Check to see if the cookie is set...

PHP Code:

if($_COOKIE['Cookie'] == '1') {
   echo 'You\'re not allowed to see this!;
   }
   else {
       //Execute code as normal...
    } 


Ive not tested it but the basic princibles are there.

http://uk.php.net/manual/en/function.setcookie.php