I don't want to get off on a rant here, but....

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Technology, Programming, Complaints, etc.

Before you take any cookies, don't forget to hand .Net the jar

When you are using the System.Web objects to make a HttpWebRequest in .NET to a page which sets a cookie via Set-Cookie header, and you can't access that cookie in the HttpWebResponse object's cookie collection.  This will make you angry, and confused.  
You'll dump the page contents and the headers to make sure you're loading the right page an passing the Set-Cookie header correctly.  Then you'll find this MSDN library post, and realize that if you don't give the Request a jar (CookieCollection) ahead of the firing GetResponse() .NET just throws your cookies on the floor.

So whenever you want the cookies don't forget:
req = HTTPWebRequest.Create(url);
req.CookiesCollection = new CookiesCollection();
req.GetResponse();