[jQuery] JQuery & Cookies

I would like to apply a cookie to this script so that I can return to
the page at a later date and it would remember my last action. Can
anyone help? Thanks in advance.

<script>
$(document).ready(function(){
$(".close").click(function () {
$("#welcome").fadeIn("slow");
});

$(".show").click(function () {
$("#welcome").fadeOut("slow");
});

$("a.toggle").click(function () {
$("a.toggle").toggle();
});

});
</script>