in reply to Cookie not being set...

I'm trying to set cookies from a CGI script, but they don't get set on the filesystem.

Unless you specify that you want a persistent cookie, there is no reason why the browser should save it to the filesystem. A session cookie could (should?) be kept entirely in memory.

The script diplays in the browser fine, but still no cookie is created.

Can you verify that the cookie gets sent back to the server with the next request, or that it is accessible by JavaScript? If so, your cookie should be okay.