I wouldnt use cookies - insecure. Instead try using sessions or htpasswd. For info on htpasswd try my site on website security:
http://www.ecs.soton.ac.uk/~jjf103/info3005/ and for info on sessions, i'll explain...
A session is basically a server side cookie. Using php or another similar language you would ask the user to enter their username and password. This would then need to be verified against the username and password stored in database. If correct you would set a session variable containig that users username - which if set means the user has logged in, if not then the user has not logged in. Look into sessions and all should become clearer. However it will need a database or similar to store the usernames and passwords. htpasswd on the other hand takes 10 seconds to set up.
Try my website here
http://www.ecs.soton.ac.uk/~jjf103/c...8/coursework1/ This does what i have described with sessions, although only requires a valid username and doesn't bother with a password (use the username jjf103)