How would I set a cookie that remembers an e-mail address that somebody supplied on a certain form, and calling it up later?

Here is what I'm trying to do...
I'm using a seperate script that handle my newsletter subscribers. I want it to set a cookie when somebody presses submit, because it then processes the e-mail with a CGI script on a seperate server, then redirects to a thank you page on my server. I would have no problem doing this, but the seperate server it goes through is really interfering. On the thank you page, I want it to have the e-mail in another subscribe box for an affiliate so all they have to do is click 'Submit'.

Hope this doesn't sound too complicated...

Thanks in advance!