$soap_obj = SOAP::Lite->uri($uri)
            ->proxy($proxy,timeout => $timeout);    
$soap_obj->transport->cookie_jar($cookie_jar);

##</code><code>##

$soap_obj = SOAP::Lite->uri($uri)
            ->proxy($proxy,timeout => $timeout    
                    cookie_jar => $cookie_jar);

##</code><code>##

require HTTP::Cookies;
my $cookie_jar = HTTP::Cookies->new(ignore_discard => 1);
$cookie_jar->set_cookie(undef,     
                       "my_cookie", 
                       $value,     
                       '/', 
                       $cookie_domain,
                       '8080', #Yes 8080 is https.
                       undef,
                       1,
                       600);