I have a thought on how to implement this, but I could use some assistance... specifically in interacting with cookies.
My thought is that a SQL statement along the lines of "Select MAX(MessageID) FROM Messages" should return a unique number of the current newest message. If this value was saved to a cookie every time the "messages.asp" page was viewed, then the "siteMenu.asp" could poll that number from the cookie, then present a slightly different menu option (say "MESSAGE BOARD" instead of "Message Board") when appropriate.
If someone could explain how the code interacts (read/writes) with cookies, I think I could figure the rest out simply enough.