You should use:
setcookie("user", $_POST['IGN'],0,'/');
if you want cookie to be visible in the whole domain
You should also use:
echo $_COOKIE['user'];
with capital letters
You should also read more about setting cookies at http://www.php.net/manual/en/function.setcookie.php - by default cookies are set only for directory where you set cookie. That's why you need to add as 4th parameter '/'