Well i sorta tried to understand the error message
Warning: Cannot modify header information - headers already sent by (output started at d:\apache\php\temp2.php:3) in d:\apache\php\temp2.php on line 5
and i the problem is that it can't even set the cookie, not that php can't read it.
i cut/pasted the exact code from a tutorial site and it still didn't work. i'm using FireFox v1.0.4
setcookie("UsersName", "Insane", time()+3600);