I think I answered the wrong question! "make HTTP" requests lead me to believe that you were using some other thing, eg an LWP program. If what you want is an automatic way to clear cookies in IE and you plan to use IE for browsing, there are a couple of ways to go. (1) There are a number of mouse automation tools out there...you will have to search...some are better than others. But basically these things make a macro command that automates your key presses (like you can in a text editor). (2) hacking on IE internal files. IE cookies are stored in a file called cookies.txt - search your computer to find it. Editing that file or messing around with it in any serious way is more than you probably want to get into! There are various kinds of cookies. The clear cookie button in IE doesn't clear them all. I try to stay as far away from IE as I can!! So I'm just guessing here, but you could probably use IE to clear cookies. Copy resulting cookies.txt to say, minimumCookies.txt. Then write simple .bat file that replaces current cookie file with that one to "clear" new cookies? (3) just run some anti-virus, anti-spyware program once per day to clear unwanted cookies.
In any event, I don't think you are asking a Perl question. Good luck!