I ran across the problem of not being able to pass vars to include'd files too...
What you should do is write:
$var_to_be_passed = $cookievar;
include "your_file.php";
This way, "yourfile.php" will be able to access $var_to_be_passed.
Write this script:
<?php
setcookie("cookievar", "Dude");
$username = $cookievar;
include "included.php";
?>
Make another one called "included.php" and write this in it:
<?php
echo "Your username is: " . $username . " <-- If successfull, prints 'Your username is: Dude!'";
?>
Hope this helps,
Michal