Did you change the
www.teamnicole.com to your own domain? Does it try to set the cookie? If you change your security settings on IE you can get it to tell you when a Cookie is trying to be placed on your PC.
You can also use things like Cookie Pal to browse your cookies and see what's happening. Does the access log reveal anything interesting? Maybe your absolute path to the UBB member file isn't set correctly, you can check this from within UBB. There are lots of things that can go wrong so you may want to add a few echo("Stage 1"); types of commands into the script to see where it gets to.