cookies not set in Win98

Hi, I'm using Xitami 4.22, mysql 3.22.34-shareware, php 4 for Win98. I'm just trying to get a demonstration box going here, and I'm using exactly the same code that works on my Linux box (Apache, php4), but can't save cookies!!! I use setcookie("var_name", "value"), but nothing happens. The code is definitely executing, and it gives me no errors, and the files that have to see the cookie are in the same directory as the file setting the cookie. It works fine under Apache/Linux, with the same web browsers! And if I explicitly specify a value (www.url.com?cookie=something) it works fine. I've tried explicitly using $HTTP_COOKIE_VARS[] to no avail. If somone can help, I will send them a copy of my php.ini file or whatever. Thanks, Evan Raskob