Use javascript!
function SetCookie(name, value) {
expdate = new Date();
expdate.SetDate(expdate.getDate() + 700);
document.cookie = name + "=" + value + ";expires=" + expdate.toGMTString();
}
Now, for the button:
<INPUT TYPE=Button VALUE="Click Me!" onClick="SetCookie('mycookie','newvalue');">
That should do everything you need!
Hope that helps.
Chris King