session_start() error

I’m getting this error when using session_start() method:

[color=red]Warning: session_start(): Cannot send session cookie - headers already sent[/color]

[color=black]The funny thing is is that the session_start() is on the first line of the code. I’m not doing any echo calls nor am I outputing anything to the browser before I make this call. [/color]

I am call a external php file to connect to the database and it has a die call in it, could this be the problem?

Regards