@fenLisesi
I should have explained that the reason for the script is to process Web pages that have dozens of links to MP3 files, so I don't have to do it manually.

@zer
I'm afraid I don't exactly understand what you mean by "if you are using an external website you can use a proxy to copy the cookie used." The Web site with MP3 files is an external Web site. If the files were local, I wouldn't be wanting to download them. What you mean by using a proxy to copy cookies?

@Codon
Yes, but too manual for what I want to do.

@Paul
Thank you for the input! Unfortunately, I spent a bunch of time trying to install WWW::Mechanize, but was unsuccessful. I'm using ActiveState Perl on a Windows XP machine. So I used their PPM (Programmer's Package Manager), and did "install WWW::Mechanize" and got error messages. Every variation I tried, failed. I don't believe I've ever downloaded a CPAN module before, but after this experience, I'm not sure I want to try again. Anyway, I gave up in frustration, and switched over to LWP::UserAgent, which seems to be installed by default, and managed to get the code working, using $ua->get(). Thanks!