Cookies & page refresh

Hello, I have a page that uses session cookies for deciding what content to show to a visitor. User also has 2 form objecks to apply filters to the content SQL queries. So at the beginning of the script I set 2 cookies based on user selections(or defaults) and after that make DB query based on user selections. I wanted to use cookies because there also "back - up - forward" links for pagination. Problem is that in order to get the cookie based system to work the page needs a refresh to read the cookies and display content corretly. Is this because the page loads faster than the server set's the cookies to client browser? If so what's the "corrert" / best way to implement the filters and page navigation if there's 2 form select lists and 3 links to navigate the page. Thanks -Will