how to store an array in jquery cookie?

Still not exactly sure what you need but i hope this will help.
This is a sample that will allow you to access the items on any page, its just a sample!
It uses the cookieName to identify it across the pages.

//This is not production quality, its just demo code.
var cookieList = function(cookieName) {
//When the cookie is saved the items will be a comma seperated string
//So we will split the cookie by comma to get the original array
var cookie = $.cookie(cookieName);
//Load the items or a new array if null.
var items = cookie ? cookie.split(/,/) : new Array();

//Return a object that we can use to access the array.
//while hiding direct access to the declared items array
//this is called closures see http://www.jibbering.com/faq/faq_notes/closures.html
return {
    "add": function(val) {
        //Add to the items.
        items.push(val);
        //Save the items to a cookie.
        //EDIT: Modified from linked answer by Nick see 
        //      http://stackoverflow.com/questions/3387251/how-to-store-array-in-jquery-cookie
        $.cookie(cookieName, items.join(','));
    },
    "remove": function (val) { 
        //EDIT: Thx to Assef and luke for remove.
        indx = items.indexOf(val); 
        if(indx!=-1) items.splice(indx, 1); 
        $.cookie(cookieName, items.join(','));        },
    "clear": function() {
        items = null;
        //clear the cookie.
        $.cookie(cookieName, null);
    },
    "items": function() {
        //Get all the items.
        return items;
    }
  }
}  

So on any page you can get the items like this.

var list = new cookieList("MyItems"); // all items in the array.

Adding items to the cookieList

list.add("foo"); 
//Note this value cannot have a comma "," as this will spilt into
//two seperate values when you declare the cookieList.

Getting all the items as an array

alert(list.items());

Clearing the items

list.clear();

You can add additional things like push and pop quite easily.
Again hope this helps.

EDIT
See bravos answer if you having issues with IE