HTTP state management without cookies?

[Lutz Schroeer]

I'm creating a website which makes intensive use of cgi scripts and there 
is the possibility for the visitor to register as a user for having the 
ability to customize the site appearance, contents and other stuff.

Jumping from one script to the other I need to remember at least the user's 
name. The W3C recommends using cookies (RFC 2109). Unfortunately many 
people don't like cookies and filter them using WebWasher or a personal 
firewall. 

Is there any other technique for keeping the user's data while he is using 
my site without installing any large suite as Zope or the like? I've read 
an article about utilizing soft links but I didn't quite get the point.

Lutz
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(http://www.kybernetik-manufaktur.de)