As to cookies - cookies are scoped by domain so they should work across http:// and https:// boundaries. Cookie support in HttpWebRequest is very minimal however - you need to copy the cookie container. If I remember right the code demonstrates how to do this though or you can look at the West Wind Web Toolkit's HttpClient class which is an update of the original wrapper class.
http://www.west-wind.com/WestwindWebToolkit/docs/page=_3ff0psd7o.htm
It's part of the toolkit that can be found here specifically in the Westwind.Utilities assembly (which is self-contained)
http://www.west-wind.com/WestwindWebToolkit/
+++ Rick ---
from Maui, Hawaii