JQuery UI and Cookies

JQuery UI and Cookies

I just started at JQUERY, i am currently using the JQUERY UI. I am currently using a method of sortable ( http://jqueryui.com/demos/sortable/) The portlet style version.

I am using the exact code thats in the demo.
Now i am wondering how can i get the sort order to save? As it's kinda pointless to have a sortable menu but no way of saving it :)

Please remember i am kinda new to JQUERY (but not new to coding) so an idiots guide would be sweet