The issue you have appears because you set your cookies too late. You have to set it before anything will be rendered. Set your cookies in the your-plugin-file.php
file.
Also you can check if headers were sent or not by calling headers_sent()
function:
add_action( 'init', 'wpse8170_init' );
function wpse8170_init() {
if ( !headers_sent() ) {
setcookie("test_time_".$cookie_id."", $cookies_times, time()+3600);
}
}