cookie problems

We're developing a site for a mandatory two-course sequence, with about 25K-29K students a semester. Because of the number of hits, we're using the university server (and authorization); we're just using REMOTE_USER on our site to customize the data on the page for the student. No problem there at all. However, the gradebook app is running on another server (MS SQL on NT, using coldfusion), and since it is *not* the campus web server, it cannot access their .htpasswd file. Yet, students who want to see their grades must be authenticated. The obvious solution was for us to set a cookie when they login. When they go to the gradebook server, the app can read the cookie and authenticate them. Here's what we've done (php is installed as a cgi wrapper on the univ server): #!/usr/local/bin/php3 setcookie("tuna",$REMOTE_USER,time()+3600); The major problem is that no cookie is being written to the hard drive. So we added the expiry above, but still no cookie on the drive. Why not? The minor problem is that we want the cookie to be passed no matter what domain the client is. Many of our students either use a local ISP (not the univ), and now that cable modem service is available, more and more students will have that. If we leave out the domain, it defaults to the same as the server. How can we specify that the cookie is to be passed no matter where the connection is from?