Can’t set a cookie in the footer??

Hi all. I’ve got a plugin that needs to set a cookie on the wp_footer hook, but I’m getting this error:

Warning: Cannot modify header information – headers already sent by …

Is there a way to set a cookie? I tried even calling to a page in the plugin directory using wp_remote_fopen and passing the parameters, but the cookie only gets set if I directly access the cookie setting page.

I need to set the cookie only after I’ve written content to the footer, so I’m not sure how to approach this. Help!