There are any number of ways to store this information and cookies would not have come to my mind as a solution to your problem. You need a record of $ENV{HTTP_REFERER} for each visitor so write it to a flat file on the server or store it in a database table if you have db access.
HTH,
jg
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"The man who grasps principles can successfully select his own methods.
The man who tries methods, ignoring principles, is sure to have trouble.
~ Ralph Waldo Emerson