Storing session data in a cookie is a bad idea - very easy to hack. The better way is only store a session id, then you use that id to lookup the actual session data on your server.
As for the redirect - you need to avoid sending out the header info until you know which page you're going to be generating. But, another way that might work is to include a meta tag like this inside your header:
<META HTTP-EQUIV="REFRESH" CONTENT="0; URL=http://my.site.org/Switchboard.cgi" >
This will result in your original page loading, but then immediately redirecting to another page. Just take out all of the original content - the users will just see the page go white after logging in, then pop into the "switchboard".