The machine I tested it on wouldn't work if I used
header("Refresh: 0; URL={$config['phpurl']}/mycookies.php?Cat=$Cat");
but that may be because things are sort of "not right" on that machine. (not my doing, btw) lol
I have added this type of redirect to the shoutbox scripts using the {$config['phpurl']} and did not have any problems so I would recommend adding it in. I'm actually not sure if it would work otherwise on a machine that "is right"... lol