1. Page not changing colour:
Make sure you use the $_GET statement. E.g. $bgcolor = $_GET['color']; Do this in setcookie.php, before the switch statement.
2. Location of Cookie Folder:
The location of the cookie on XP Pro is in: C:\Documents and Settings\Your User Name\Cookies.
Completed, thanks to page 51 of the Wrox PHP book where I discovered that the syntax for PHP5 is $_COOKIE['cookiename']. Took a while though and quite a bit of frustration... Surely it is unusual for programming software not be be backwards compatible?