If you get a "Cookie error" on the "Contact me" link you might be mixing PHP4 and PHP5.
This happened to me as my provider has both installed.
The frontpage of my site was using PHP5 due to an .htaccess setting, SBLOG was not.
By copying the .htaccess file to the sblog directory the problem was solved.

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Also, make sure PHP sessions are started. If you jump to the contact form from a HTML file, for instance, you will get the same error.
You must have called start_session() in PHP before entering contact.php.