(Sorry about cross-posting; I'm not sure which group is the best one for
this question.)

I need to get data into Excel from a web site which requires some sort
of authentication. As far as I can tell, the authentication is in the
form of a cookie or two.

I have successfully extracted data from websites using VBA and the
XMLHTTP object, and even from this site in the case where authentication
is not required.

However, I cannot seem to send cookies from VBA. I have a sample
procedure which tests my coding against a test site which displays form
data and cookies:

Sub test()
Dim x As New XMLHTTP
Dim t As String
x.Open "get", "http://www.comparity.net/perl/form.pl", False
x.setRequestHeader "Cookie", "one=foo;two=bar;"
x.setRequestHeader "Cookie", "one=foo;two=bar;"
x.send
t = x.responseText
WriteTextFile "c:\test.html", t
Debug.Print x.Status
Debug.Print t
End Sub

The repeated setRequestHeader code is to handle a bug, as listed in the
kb article:

http://support.microsoft.com/kb/290899

though I'm not 100% sure that it applies in this case.

The WriteTextFile procedure is used so I can read the response, and is
listed below:

Sub WriteTextFile(FileName, Text)
Const ForReading = 1, ForWriting = 2, ForAppending = 3
Dim fs, f
Set fs = CreateObject("Scripting.FileSystemObject")
Set f = fs.OpenTextFile(FileName, ForWriting, -2)
f.Write Text
f.Close
End Sub

So, does anybody have any idea why my cookies are not being sent, or how
I can send them some other way?

Thanks,

Mark