Greetings,
Im unable to reproduce your problem. I would suggest looking into using CGI::Cookie for cookie parsing especially if you are unsure of the source of those cookies. Also Mozilla(netscape) has a really handy cookie manager so you can see if your cookies are being set and how.
Here is how I tested it (and I got something back).

#!/usr/bin/perl -w
use CGI;
use CGI::Cookie;
use strict;
use Dumpvalue;

my %cookies = fetch CGI::Cookie;
my $q = new CGI;
if(%cookies){
    dump_ref(\%cookies);
}else{
    my $this_url = $ENV{'SCRIPT_NAME'};
    print $q->header();
#################################################
#pasted code from posting
#################################################
    print qq*
    <script language=javascript type="text/javascript">
    <!--
    function SetCookie(username, value, expires, path, domain){
        document.cookie = username + "=" + escape(value) + 
        ((expires == null) ? "" : "; expires=" + expires.toGMTString()
+) +
        ((path == null)    ? "" : "; path=" + path) +
        ((domain == null)  ? "" : "; domain=" + domain);
    }
    var expiration = new Date();
    expiration.setTime(expiration.getTime() + 60000);
    SetCookie('username', 'Peter', expiration); 
    // -->
    </script>
    <br>
    <a href="$this_url">Check cookies</a>
    *;
    exit;
}
#################################################
#what do we have in there?
#################################################
sub dump_ref
{
    my $ref = shift;
    my $dumper = new Dumpvalue;
    print $q->header();
    print "<pre>";
    $dumper->dumpValues($ref);
    print "</pre>";
    exit;
}
[download]

simple I know but I hope that helps.
I was wondering about your line

var expiration = new Date();
    expiration.setTime(expiration.getTime() + 60000);
[download]

was expiration suppose to be expires?
-injunjoel