Response.Cookies and Request.Cookies
To create/update a cookie on the client's browser, all writing to the cookies must be done before anything is written to the browser. Once you've written the first "<" of the "<HTML>" tag, you're prohibited from writing to cookies.
On the other hand, you can read from cookies at any time since their values are stored in the server's memory from the initial request of the browser.
When your user logs in, you'd use Response.Cookies to write the value to the browser (Avoid storing personal information. Instead, store a unique identifier you can use to query the DB for more information.)
Response.Cookies("Login")("UserID") = "Bob"
You could simply do:
Response.Cookies("UserID") = "Bob"
But I like to group my cookie values together.
With that complete, your banner would simply use the Request.Cookies("Login")("UserID") to check to see if they have been authenticated:
If Trim(Request.Cookies("Login")("UserID")) <> "" Then...
Search the web for more information on the methods and properties of the Cookies collection.