Several ideas:
1. look at http://search.cpan.org/~abeltje/Win32-IE-Mechanize-0.009/ . It uses Win32::OLE.
2. Win32::OLE (A year ago I've created program to modify Excel document via OLE).
3. You can use persistent login if avalable. Then scan for this cookie in IE/Mozilla files.
4. Write your program as proxy that will intercept cookie.
All this is written in assumption that authentification uses cookies. If authentification uses URL, it is much simplier. If Basic authentification - nothing can be done. Digest - variants 1/2/4.