You'll definitely want to use the javascript cookie functionality for this.
While some of our templates use javascript cookies, I don't really recommend our scripts, as they're more specific.
The following functions from 
http://www.quirksmode.org/js/cookies.html should help you out
function createCookie(name,value,days) {
	if (days) {
		var date = new Date();
		date.setTime(date.getTime()+(days*24*60*60*1000));
		var expires = "; expires="+date.toGMTString();
	}
	else var expires = "";
	document.cookie = name+"="+value+expires+"; path=/";
}
function readCookie(name) {
	var nameEQ = name + "=";
	var ca = document.cookie.split(';');
	for(var i=0;i < ca.length;i++) {
		var c = ca[i];
		while (c.charAt(0)==' ') c = c.substring(1,c.length);
		if (c.indexOf(nameEQ) == 0) return c.substring(nameEQ.length,c.length);
	}
	return null;
}
function eraseCookie(name) {
	createCookie(name,"",-1);
}
Then you can use it by doing something like this at the bottom of your splash page, or in the onload event.
if(readCookie("splash_shown"))
	document.location="news.php";
else
	createCookie("splash_shown",true,365);
--
It's all in the reflexes.