ok, for cookies, you have to set a domain. that is where you are just placing a blank string ""
This is how i set a cookie on my domain (blahd.homeip.net)
$domain = "blahd.homeip.net";
setcookie("ctheme", "grey", "time()+3600", "/", $domain, 0) or die ('Couldn\'t post your cookie! Enable or accept the ccookie damnit!');
Most web browsers only accept them if that is present, and from the correct domain. Some netscape browsers have a problem with cookies that dont have a domain with at least two dots in it.
i.e. domain.net would not work but www.domain.net would.
Hope this helps, i know i struggled with cookies my first time as well