save custom module form fields in context

[j.k.r]

I am working on a custom module and need some help getting user input.  The module has few input fields (text, radio, etc.) and is hooked to the left column.  I would like the user to be able to fill in those fields and then press a button to save his/her selections.  When he/she presses the button, I would like to store the values in context->cookie variables so I can use them elsewhere in my module.  I'd like it to be something like an ajax experience in that a new page doesn't get loaded when the button is pressed, but there is some feedback displayed in the module's .tpl file to let the user know that the values have been saved.

 

What is the best way to accomplish this?  I thought I could just call a php function in my module, but I haven't seen any examples that explain how to do that.

 

Thanks!