Justin,
Can you give some more info about your problem?
If you have a code that calls another file
include('hello.php');
then, you want to set a cookie or some other header action:
$time();
setcookie("test", $time);
if hello.php has any loose text, it will mess up the setcookie
what I mean by loose text is, anything that is not part of a variable or is not a query, for example.