user's authentification and cookies

Hello, I'm experiencing a trouble with setting cookies after user's login. It sets only this

• PHPSESSID kohainc22vetvi4e9cpve4fld5 domainname.com * in the session

But I was convinced that $user->setExpiration should have put some cookie for the user.

Here is a part from my login form :

	public function validated($form) {
		$values = $form->values;
		try {
			$user = $this->presenter->getUser();

			if ($values->remember) {
				$user->setExpiration(time() + 60*60*24*14, FALSE);
			} else {
				$user->setExpiration(time() + 60*20, TRUE);
			}

			$user->login($values->username, $values->password);

			if ($user->isInRole('o'))
				$this->presenter->redirect('o:p');
			if ($user->isInRole('a'))
				$this->presenter->redirect('a:d');
			if ($user->isInRole('s'))
				$this->presenter->redirect('t:');
		} catch (Nette\Security\AuthenticationException $e) {
			$form->addError($e->getMessage());
			$this->presenter->redirect('Sign:in');
		}
	}

And authentificator:

	public function authenticate(array $credentials)
	{
		list($username, $password) = $credentials;
$row = User::find(array('username' => $username)); //phpactiverecord model

		if (!$row) {
			throw new NS\AuthenticationException("User not found", self::IDENTITY_NOT_FOUND);
		}

		if ($row->password !== self::calculateHash($password)) {
			throw new NS\AuthenticationException("Incorrect pass", self::INVALID_CREDENTIAL);
		}

		if ($row->active == 0) {
			throw new NS\AuthenticationException("Acc is blocked", self::INVALID_CREDENTIAL);
		}

		unset($row->password);
		$identity = new NS\Identity($row->id, array('name'=> $row->roleName));
		$identity->username = $row->username;
		return $identity;
	}

To sum up – the problem is that the cookies for authentificated user aren't set at all.

Thanks in advance!