#!interpreterDirective and Setting cookies

Hello all, I'm having a problem setting cookies, when running code using the explicit interpreter directive (#!\php\php.exe). The problem is that PHP cant set cookies because bytes are sent back to the client before the setcookie() (presumably \n or \r 's), but only when the interpreter directive is used. The question simply is, is the webserver reponsible for stripping that line after it passes the code to the interperter, or is PHP supposed to do it? Thanks, Ken