It could be the browser settings that is blocking the cookie.

In IE5, the Internet Zone needs to have a security setting of Medium (the default) to accept cookies. Alternatively, if a Custom setting is used for this zone, the settings need to either allow cookies or to prompt the user to accept a cookie. The settings are accesed via Tools/Internet Options/ Security Tab.

In Netscape 4.7, the settings for allowing cookies can be found by Edit/Preferences and clicking on "Advanced" in the tree list.

Jon