What's up with Cookies on Windows

I'm really surprised how difficult it is to get cookies to work with PHP, I can't seem to get it to work and I've read all these posts and other posts elsewhere and everyone says the same thing IT MUST BE THE FIRST THING SENT. I have tried everything, what am I doing wrong??? Any help would be much appreciated!!!!! I get this error message for the code below. Warning: Cannot add header information - headers already sent by (output started at c:\program files\apache group\apache\htdocs\class\cookie.php:2) in c:\program files\apache group\apache\htdocs\class\cookie.php on line 3 <?php setcookie("myCookie","test",date("l, d-M-y H:i:s", (mktime()+1800)),"/","",0); ?> <html> <head> <title>Set A Cookie</title> </head> <body> <h1>Cookie Test</h1> </body> </html>