When I want to remove a Cookie I try
unset($_COOKIE[\'hello\']);
I see in my cookie browser from firefox that the cookie still exists. How
That will unset the cookie in your code, but since the $_COOKIE variable is refreshed on each request, it'll just come back on the next page request.
To actually get rid of the cookie, set the expiration date in the past:
// set the expiration date to one hour ago
setcookie("hello", "", time()-3600);