Set cookie – headers already send

Hi,

I set a cookie like this:

function my_cookie() {
	setcookie( 'my_cookie', 'my_value', 0, COOKIEPATH, COOKIE_DOMAIN);
}
add_action( 'init', 'my_cookie' );

Seems to work but client reported the “Cannot modify header information – headers already sent” error. Apparently another plugin or his theme is sending output before headers are send. I can try the send_headers() hook but notice this one is loaded after the init hook. So don’t think this will fix his problem.

Is there a way to fix this without knowing the behavior of other plugins/themes?

Guido