I should have explained this a little better, the values inside of the angle brackets should be replaced, including the angle brackets like this:
<?php
if( !(isset($_COOKIE["splashCookie"])) ) {
header("Location: http://www.ashburyblinds.co.uk/splash.php");
}
?>
You could just put in the name of the page there as well, it does not need to be an absolute page reference, you can just have splash.php.