# Assumes $ua is an LWP::UserAgent object
use HTTP::Cookies;
my $cookie_jar = HTTP::Cookies->new(
    file     => "./lwp_cookies.dat",
    autosave => 1,
);
$ua->cookie_jar($cookie_jar);

##</code><code>##

$ua->get( $url, ':content_file' => 'file.bin', 'Cookie' => '...', );