codice:
function createCookie(name,value,days) {
  if (days) {
    var date = new Date();
    date.setTime(date.getTime()+(days*24*60*60*1000));
    var expires = '; expires='+date.toGMTString();
  }
  else expires = '';
  document.cookie = name+'='+value+expires+'; path=/';
}
// x settarlo:
// createCookie('tuocookie','ok',365);

function readCookie(name) {
  var nameEQ = name + '=';
  var ca = document.cookie.split(';');
  for(var i=0;i < ca.length;i++) {
    var c = ca[i];
    while (c.charAt(0)==' ') c = c.substring(1,c.length);
    if (c.indexOf(nameEQ) == 0) return c.substring(nameEQ.length,c.length);
  }
  return null;
}

function goThere(){
  if(!document.theForm.theMenu.selectedIndex==""){
    if(readCookie('tuocookie')=="ok"){
      window.open(document.theForm.theMenu.options[document.theForm.theMenu.selectedIndex].value,theTarget,"");
    }
    else {
       alert('non puoi scaricare');
    }
  }
}
ciao