[PHP] location headers are crisco to cookie headers?

[Scott A Connerly]

I had some headers that were working on one server (4.0.6), but isn't
working on my (nearly) fresh install of 4.2.2.  Here's the conundrum:
    header("Set-Cookie: mid=$mid");
    header("Location: $location");
    exit;
worked just fine.  I moved it over, and now the cookie doesn't take
effect.  But here's the interesting part:  when I interrupt it, then
uninterrupt it, it works.  Let me illustrate: 
    header("Set-Cookie: mid=$mid");
    echo "stop that location header!";
    header("Location: $location");
    exit;
then edit the script to remove the echo and the subsequent error, and
hit refresh, the cookie holds.
This is both in IE and Moz.
 
Does anyone have any clue what might be causing this?  I assume it's
something with my PHP.ini, but can't (seem to) find any significant
differences in the two ini's.  One other feasable difference is that the
4.0.6 was on a *nix box with apache and the 4.2.2 is on 2k's IIS, but I
doubt that is the problem.
 
Any help would be appreciated.
 
Thanks,
Scott