I know the security issues, but it is a bit different. there are multiple links in my website that users should select some of them. I need to know which links they have selected. I thought it is good to ask them to bookmark their favorite links and then I retrieve them. is there any other way for this purpose but bookmarking?
no, I just want to know which of the links that are suggested to users, as a result of a search engine in my web site, are users' favorites. but my point is that users may click on one of the suggested links just to see the content and that link could not necessarily be their favorite.
You can let users upvote (or "+1") suggested links, like Google recently introduced. That gets in the way of the natural flow, though: if users like a link, they may not go back to the search results page, and thus don't get a chance to "+1" the link. They only go back to the page for more results if they didn't like the link they clicked on. Sort of a Catch-22.
What I suggested is the only technical solution to do this. Unless you are writing an intranet application this will not be a practical solution; except when you want to write a browser extension that highlights every link on every page that is bookmarked (sounds... slow). But then this would not be the right forum for this - especially not for the Internet Explorer.
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