We're going to be working with path_to_your_theme/blocks.tpl.php from your default Drupal 6 installation. Open up path_to_your_theme/blocks.tpl.php in TextEdit or your favorite editor.
Firstly we need to add the cookies javascript file and our blocks.toggle.js file to the list of scripts in the <head> tag. To do this we'll use Drupal's built in function drupal_add_js.
In the file path_to_your_theme/blocks.tpl.php put in the following code (I usually put drupal_add_js or drupal_add_css functions at the top of files):