A cookie with behaviour

I understand a cookie is something that a server application use as a store for user's data on the user HD. It is just like a data file ?

Is there anything in Java which let me do a downloadable cookie from a web server with some limited function calls, may be pop up a dialog box asking for a PIN before giving read access to its stored data. I know that may open up a can of security worm, but let presume it runs in a trusted envirnoment.

Any suggestion to achieve this is much appreciated.


Will