Cookie jQuery tab menu

Question

I have a tabbed thumbnail navigation on this page for example.

When people pick a project from the submenu 'by industry -> financial' I want to make sure that the (double) submenu stays the same on the next project page, so people won't get lost in navigation. Right now it goes back to 'by name'.

I've read about the jQuery cookie plugin but I have no idea how to implement it into my tabbed navigation, which looks like this:

// When the document loads do everything inside here ...
      $(document).ready(function(){
        // When a link is clicked
        $("a.tab").click(function () {
            // switch all tabs off
            $(".active").removeClass("active");
            // switch this tab on
            $(this).addClass("active");
            // slide all content up
            $(".contentlogos").slideUp(700);
            // slide this content up
            var content_show = $(this).attr("title");
            $("#"+content_show).slideDown(1200);  
        }); 
      });

Is this possible? If so, how?

Thankyou.