It says that I need to "Add jscookmenu directory containing css and scripting code to your web directory (you can find it in the examples application)". However, I've been unable to find any such thing. I've downloaded the binary distribution of myfaces-1.1.1-examples.zip, unzipped it, and deployed simple.war, but there is no trace of a jscookmenu directory in there.
It also says that I need to "Add scripts and stylesheets for the theme you would like to use to html-header (see also inc/header.inc in the examples application)". Again, no sign of any of these files in simple.war.