Question about set_time_limit and max_execution_time

I've got a mail function script that occasionally terminates midway while sending out about 600 emails. The symptoms point to the "max_execution_time", which is set for 30 seconds. The question is how to best handle it. set_time_limit only seems to apply to the script that contains it. Yet there are several scripts involved in the application. Must every one of them contain the set_time_limit also? Or, would the "max_execution_time" function be a better way to handle it? Can the php cgi versions honor the "max_execution_time"? I can't think of a way to determine if it sets the config file. Thanks....