Before you lose all hope be sure that the page you are 
requesting actually sends a cookie. I was sure that mine did
 but IT DIDN'T it was actually an image that was on
 the page that was giving my (netscape) browser a cookie. So
 if you are having a hard time goto the command line and:

GET -ed http://www.google.com

to get the headers and if you dont see something like:

Set-Cookie: PREF=ID=44fae06727e94467:TM=1056331233:LM=1056331233:
S=bt-ZmWiBhxbwpt78; expires=Sun, 17-Jan-2038 19:14:07 GMT;
 path=/; domain=.google.com

then keep trying pages until you do.
douglasmj1 %%AT%% comcast %%DOT%% net