Protect link with cookies?

[Artifex Maximus]

Hello!

I am pretty newbie to nginx and having problem on protecting my links.
I am using valid_referers but is it possible using cookies for make it
stronger?

For example I set cookie uid with nginx's userid in 'location / {}'
and check somehow under 'location /download/ {}' for cookie uid. Is it
possible or just a dream? Userid was just an idea and not necessary.
And any other ideas are welcome as well because cheating referer is
easy task.

Bye,
Zsolt