Assuming you're talking about the UBB, wouldn't it be easier just to use the control panel to ban the person by IP address or email, or if he's a member, turn off his posting privileges?
If you still want to use cookies, there are two places in postings.cgi where the IP address is checked to see if it's banned, one for posting new topics and one for posting replies (look for IPbanlist). Those would probably be good places to check the cookie. I'm not sure about how you would go about setting the cookie.
