sometimes windows doesn't show you the cookie until you close explorer and re-open it .. you can be sure to see if any cookie information is there if you make a phpinfo(); page.
<?
// phpinfo.php
phpinfo();
?>
place this page in the same directory and look near the bottom of the page. it will show you all the cookie information on the current domain.
your cookie looks correct .. make sure there is no line breaks between the top of the page and the first <? tag in your text editor. that will send header information to the browser before the cookie is set. that will cause problems.
good luck.
