может у тебя включена буферизация? См. Output control functions
и в php.ini посмотри на такие строки:
; Output buffering allows you to send header lines (including cookies) even
; after you send body content, at the price of slowing PHP\'s output layer a
; bit. You can enable output buffering during runtime by calling the output
; buffering functions. You can also enable output buffering for all files by
; setting this directive to On.
output_buffering = Off