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CookieContainer ck = NetUtils.GetUriCookieContainer(new Uri("http://www.tuourl.it"));
CookieCollection cl = ck.GetCookies(new Uri("http://www.tuorul.it"));
String cookieValue = String.Empty;
foreach (Cookie cookie in cl)
cookieValue += cookie.Name + "=" + cookie.Value + ";";
cookieValue.TrimEnd(';');
System.Net.ServicePointManager.Expect100Continue = false;
.......
HttpWebRequest request = (HttpWebRequest)WebRequest.Create("pagina da richiedere");
...
request.Headers.Add("Cookie", cookieValue);