Problem setting cookies

Okay, I am running some php software on 2 different machines. One is running Windows XP and the other is running Windows 2000. The software works fine on the XP machine, but has problems with cookies on the 2000 one. It seems that cookies aren't being created at all. Any idea what would cause this problem? I'm using the newest version of PHP and the Abyss Web Server X1 on both machines with the php-cgi interpreter.
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Note: On the 2000 machine I also ran the cookie tester I found here: http://www.chipchapin.com/WebTools/cookietest.php?source=true
The tests were:
1:    header("Set-Cookie: testcookie1=present;");
2:    header("Set-Cookie: testcookie2=present; expires=$date");
3:    header("Set-Cookie: testcookie3=present; expires=$date; path=/");
4:    setcookie("testcookie4", "present");
5:    setcookie("testcookie5", "present", (time()+6400));
  Removed -- 6:    setcookie("testcookie6", "present", "(time()+6400)");
7:    setcookie("testcookie7", "present", (time()+6400), "/", "$HTTP_HOST");
  Removed -- 8:    setcookie("testcookie8", "present", "(time()+6400)", "/", "$HTTP_HOST");
9:    print "<meta http-equiv=\"Set-Cookie\" content=\"testcookie9=present\">\n";
10:   print "<meta http-equiv=\"Set-Cookie\" content=\"testcookie10=present; expires=$date\">\n";
11:   print "<meta http-equiv=\"Set-Cookie\" content=\"testcookie11=present; expires=$date; path=/\">\n";
12:   print "<script>document.cookie = 'testcookie12' + '=' + 'present';</script>\n";
13:   header("Set-Cookie: testcookie13=present; path=/; domain=$HTTP_HOST; expires=".gmstrftime("%A, %d-%b-%Y %H:%M:%S GMT",time()+9600));
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and the results were:
Method 1: Fail
Method 2: Fail
Method 3: Fail
Method 4: OK
Method 5: OK
Method 7: Fail
Method 9: OK
Method 10: OK
Method 11: OK
Method 12: OK
Method 13: FailStart Free Trial