use xmlhttp's getResponseHeader and setRequestHeader method
Dim logxml, idpw, postxml, info, cookie
idpw="id=abc&pw=pass"
Set logxml = Server.CreateObject("Microsoft.XMLHTTP")
logxml.Open "POST", "http://myserver/login", False
logxml.Send idpw
cookie = logxml.getResponseHeader("Set-Cookie")
info="title=hello&content=world"
Set postxml = Server.CreateObject("Microsoft.XMLHTTP")
postxml.Open "POST", "http://myserver/post", False
postxml.setRequestHeader("Cookie",cookie)
postxml.Send