If you're using IE6, you can see the cookie "arriving" at the client by setting the advanced privacy settings (Tools->Internet Options->Privacy->Advanced) to "prompt". This will show a dialog box the first time a cookie is sent to the browser, so you can check the details. I suspect that your domain setting is wrong and the browser is completely ignoring the cookie (ie there will be no prompt). If that is the case try sending the cookie without the domain set and see if the prompt appears.