If you're using set_cookie(), you'll have to use the header() function instead. something like this:
Header("Location: page.phtml\nSet-Cookie:name=value;expires=Friday,
16-Jan-2037 00:00:00 GMT;\n\n");
There's quite a bit of info on:
http://www.php.net/manual/en/function.setcookie.php
If you're using PHP4's session variables, I suppose you could setup a cron/task to empty your session directory on the server every night.
