As the WebStorage is not what I need for my Games I am planning to do, and I have not found an easy Cookie implementation, I created one myself :)
At the very moment, you can Set a cookie, read a specific cookie and delete a cookie on the current domain.
1. Add the new "Cookie" Object.
Set a Cookie
2. Using "Action:SetCookie" to tell name and value the cookie should have, and how many days the cookie is valid
Get a Cookie
2. Using "Action:GetCookie" to say which cookie shall be read
3. get the requested value by accessing "cookie.value"
Delete a Cookie
2. Using "Action:DelCookie" to say which cookie should be removed
Update 11. September 2012: Added quickfix to "hopefully" solve the error message problem. (Big thanks to xelloskun who provided that fix)