The reason your redirection fails when you set the cookie, is that the location redirection is an HTTP message, but you've printed the header to set the cookie; so the rest of your message is interpreted as text.
kutsu's fix works because it sets the cookie and redirects in a single command.
If the main page and the location-setting page are in the same domain, I believe the cookie will be sent from the client, automatically with each request. You might have to specify the domain explicitly when you create the cookie, as in kutsu's example, depending on the URLs of the main and location pages.
