the easiest thing for you is to wrap the "Download List" control inside of a UserControl. If user viewing this control hasn't answered the questions (you are right, store that in cookie) show questions, otherwise show the download list. Also, you can set several predefined questionnaires (e.g. in multiview) and let the page creator set through a public property which set of questions should be displayed with the particular download list.
If you feel adventurous, you may try to extend the "Download List" control. We'll try to help as much as possible if you get stuck.
the Telerik team