So is the 'Set-Cookie' header actually being sent, if you check with a tool like LiveHTTPHeaders?  In case it is, the problem lies elsewhere (e.g. cookies being disabled in the browser, etc.). Otherwise, if the problem turns out to be with your code / mod_perl / Apache (i.e. you don't see 'Set-Cookie' in the response headers), you could first try to play with a plain old CGI script (outside of mod_perl)...  in order to verify that cookies in general are working as expected.

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BTW, any specific reason to keep not using code tags, to format your nodes properly?  :)  It's really as simple as

<c>
... your (verbatim) code here ...
</c>
[download]

It's not only easier than putting lots of <br /> as linefeeds and escaping stuff yourself, it also makes the code easier to read because indentation is being preserved.