Are you setting the cookie in the same document as your form?
I always try to set the cookie, whenever possible, in the document that processes the form data.
What i mean is, in form.php or whatnot, set the cookie(s) and in process.php - check to see if the cookie exists.
I'm fairly lost here as to why you're not receiving the cookie : /
maybe try setting the cookie via the header() function?
header ("Set-Cookie: id=$username; expires=Wed, [ic:ccc]25-Dec-02 12:59:58 GMT; path=/; domain=$SERVER_NAME " );
Though i don't really see where the difference would be in the two ways of setting a cookie. I'm stumped.
Anyone else have any ideas?