um, the documentation has examples, see
http://search.cpan.org/perldoc/CGI#HTTP_COOKIES
http://search.cpan.org/perldoc/CGI::Cookie
http://search.cpan.org/dist/CGI/MANIFEST

FWIW, you're doing it wrong, simply brand the browser, then retrieve a cookie jar from cache for use with LWP

Also CGIProxy-- HTTP/FTP Proxy in a CGI Script
FAQ for CGIProxy-- HTTP/FTP Proxy in a CGI Script

In reply to Re^3: Passing cookies through a PERL HTTP Proxy by Anonymous Monk
in thread Passing cookies through a PERL HTTP Proxy by cls33

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