First let me say that it is really stupid that you should have to make a workaround. Is there no possibility to get a database that can handle subqueries?
SELECT count(*)
FROM jos_dvd
LEFT JOIN jos_blacklist ON jos_dvd.id = jos_blacklist.sid AND jos_blaclist.code = $_COOKIE['something']
WHERE jos_dvd.published = 1
AND jos_blacklist.sid IS NULL
I think that the above should work, but don't know for sure. But don't use cookies without makeing it safe from database injection, it is easy to change a cookie and cause troubles.