1st, 2nd times redirect script for cookies

Hi

I am looking for this kind of script for cookies..
I am totally new in scripting and wondering what keyword or where can i find the script below

a, If the visitor is first comer (i.e no cookies found in his computer), redirect to e.g www.xxx.com/first.html, and place a cookies
b, if a cookies is found, redirect to e.g www.xxx.com/reguster.html

Thanks!