HTTP::Cookies will also help if you need to accept cookies with WWW::Mechanize.

use WWW::Mechanize;
my $cookies = HTTP::Cookies->new(autosave => 1,
                                 file => 'cookies.dat');
my $mech = WWW::Mechanize->new(autocheck => 1,
                               cookie_jar => $cookies);
[download]

then use $mechanize; it should have all the cookies from cookies.dat.