You cannot use the cookie in the first time it is
set. (Personal experience)
You if you reload the new page, you will see
that it works.
The solution is to have the users click on a link
on the original page to go to the new page. Or, you
can have the Cookie set in the previous page.
Try to use the javascript re-direct method instead:
<body onLoad="window.location.href = blah.htm;">
This will only work if your user has JavaScript
enabled.
Actuallly, WWW Consortium has information on HTTP
headers at
ftp://ftp.isi.edu/in-notes/rfc2616.txt.
These might be very useful.
Sinan