Problems with Cookies / Sessions

Hi, I am trying to keep track of user sessions using cookies and am facing a peculiar problem. Here is what I am doing: 1. When my user logs in using a user id and password, I use a script to check if cookies are enabled on her machine. The script is a simple script that sets a cookie and checks if it is readable upon reloading itself. If cookies are enabled then I use the header function to take the user to a authentication script (header("Location: $page")). 2. In the authentication script I check if the userid / password combination is legal. If the combination is legal then I generate the sessionid, write the sessionid, user_id and logged time into a mysql database and then I set two cookies. setcookie("login_id", $user_id), setcookie("cookie_session_id", $sessionid). Then I use the header function to take the user to the actual system. 3. In the system every page checks if the user has been authenticated. Here the script just reads the cookie_session_id and checks if this id is available in the mysql database (select * from sessiontable where sessionid = $cookie_session_id). If the session is valid, then I check to see the loggedtime to see if the session has been unused for a specific period of time. If the session time has been exceeded then a session invalid message is displayed and the user is asked to login again. If the session is valid I just update the loggedtime to current time and then display whatever the user has requested. 4. Upon logout I just clear the cookies with setcookie("cookie_session_id") and setcookie("login_id"). Now my problem is that whenever a user logs into the system for the first time, she gets either a cookies not enabled message or when she tries to access any function in the system she gets the "session invalid message". This happens only once at the beginning. Once she logs in again everything works fine. What am I doing wrong? and why I am getting this peculiar behaviour? I would appreciate it very much if any one can throw some light on this. Looking forward to your advice / help. In a daze Feroze P.S. I am aware that the order in which cookies are set / destroyed should be in the reverse in PHP3.0, I am using PHP4.02 and just to be sure I do not delete and set cookies in the same page.