I think what iceman is trying to do is to stop repeated voting in polls.
Setting a cookie is easy. Just make sure you do it BEFORE any other output.
$expire = time 365246060; // 1 yr
setcookie('poll', 1, $expire);
if($_COOKIE['poll'] == 1)
echo "sorry, you already voted";
else
// do your poll
;
The $_COOKIE superglobal will be populated only if the value was sent with the page request.