The code you've showed works for me. The only significant change I had to make was to remove the "www.domain.com" argument from the calls to set_cookie. Perhaps you left it at its default value instead of setting it to your real domain name?

However, I very much second the comments made by the other monks! That is, use a library instead of hand-written code, and use the right line endings (CRLF). I'd add to that: Use strict and warnings. (Also, as an aside, don't use empty prototypes like sub set_cookie() and then call via &set_cookie, which avoids the prototypes. Instead, get rid of the prototype, as in sub set_cookie {..., and then call via the more modern calling style without the &.)