Have you looked at stolzyboy's post? stolzyboy is quite right, I told you the wrong one to use there. If you haven't tried it, give it ago before trying anything further.
Newbies FAQ - this has a section about sessions and cookies which gives good info. Have a look as it might add some good insight.
php.net - setcookie() - This also has some good information.
If the above still fails, send in the the whole httpd.conf. Below the text area in this posting area, you can attach a file. Put it in there to save forum dignity 😉 . The reason I have said the whole file is because if there is a problem, it's quite possible that it's in more than one place or that there is more than one problem spread over the config file.
Looking at the Newbies FAQ, I think you will find the solution there without having to modify any configuration.