HEADER PROBLEM OR MISCONFIGURATION

HI all.. I have a question..(nope you cant win something..but U can help)..I am struggling for days with this problem.. When I set a cookie with setcookie("something , aloha") and I parse it I get the following message: Warning: Cannot add header information - headers already sent by (output started at c:\program files\apache group\apache\htdocs\test.php:2) in c:\program files\apache group\apache\htdocs\test.php on line 36 ... Line 36 says..setcookie("visit_id", $visit_data[id], time()+(60*60*24*365*10), "/"); Is this problem familiar to someone.....another question..I think they are related to each....whenever I use <A href="somesite">go</a> in my script..dont matter if its as php file or html file I get the following message "The server encountered an internal error or misconfiguration and was unable to complete your request"... Did I misconfigure something in apache or php4?..... Thanxx to all...