It's usually there somewhere. I can be in language files, templates, any of the pal box scripts. It's somewhere on that page after the ?> tag.
The error happens if output gets echoed to the page before the cookies are set. That output gets echoed first by being outside the php tags.
It only happens once because that particular cookie probably doesn't need to be reset on the second load of that same page. Hence it's not breaking the rules there.
When all else fails, if you can't find it, you need to start with fresh unmodified scripts and move from there.
