header() in apache/CGI mode PHP

I recently moved a site to a host that only supports PHP as a CGI, not mod_php. I cannot seem to set any headers using the header() function, so I can't set cookies either. Where can I find additional documentation as to the differences between the mod_php and CGI/commandline versions of PHP in apache? Thanks, -Aaron =================================================================== As Isaac Newton would say now: If I see further than others, it is because I stand on the shoulders of giants too dumb to patent their discoveries. (Gregory Palast, http://www.observer.co.uk/ )