i had a the same problem and i fixed it by doing this...
<?php
// on index.php or an other page you want the cookie variable to show up
echo $_COOKIE['moncookie'];
?>
$_COOKIE is a super global, and newer versions of PHP require you to use them to retrieve POST, GET, Session and Cookie variable unless you turn register_globals on. Which can be a security risk, so it's generally better to learn to use the super globals
Here are some others
$POST['yourPOSTVariableName']
$GET['yourGETVariableName']
$_SESSION['yourSessionVariableName']
make sure not to include the "$" dollar sign!
also, if this doesn't help, make sure you have short tage enabled (<?) versus long tags (<?php). Long tags are preferred if you expect to do anything with XML.