Just try using "sub.domain.com" as the domain. If that's what your domain always is (ie. you don't have other domains like "foo.domain.com" that you want to set the same cookie for), just use that.

And it's "HTTP_COOKIE", not "HTTP-COOKIE". It's an underscore ("_").

And, finally, you really should be using CGI::Cookie. From the docs:

To set cookies:

# Create new cookies and send them
$cookie1 = new CGI::Cookie(-name=>'ID',-value=>123456);
print header(-cookie=>[$cookie1]);
[download]

To fetch cookies:

%cookies = fetch CGI::Cookie;
$id = $cookies{'ID'}->value;
[download]

Read the documentation for more info, particularly on setting the domain (look at the code setantae posted).