public class CookieAwareWebClient : WebClient
{
    private readonly CookieContainer m_container = new CookieContainer();

    protected override WebRequest GetWebRequest(Uri address)
    {
        WebRequest request = base.GetWebRequest(address);
        HttpWebRequest webRequest = request as HttpWebRequest;
        if (webRequest != null)
        {
            webRequest.CookieContainer = m_container;
        }
        return request;
    }
}