WebClient/WebRequest Cookies?

[Bishop]

I'm trying to push the site a cookie, then read a page. Below is an example
that demonstrates the problem I'm having.

This is my ASP.NET page code:

***** CODE *****
Protected Sub Page_Load(ByVal sender As Object, ByVal e As
System.EventArgs) Handles Me.Load
Dim cookie As HttpCookie = Request.Cookies("mykey")

If Not IsNothing(cookie) Then
Response.Write("Cookie value is: " & cookie.Values("mykey"))
Else
Response.Write("Cookie is Nothing")
End If
End Sub
***** /CODE *****

This is my VB.NET code:

***** CODE *****
Imports System.IO
Imports System.Net

Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As
System.EventArgs) Handles Button1.Click
Dim client As WebClient = New WebClient()
client.Headers.Add(HttpRequestHeader.Cookie, "mykey=myvalue")
Dim data As Stream =
client.OpenRead("http://localhost/JunkCookieTest/Default.aspx")
Dim reader As StreamReader = New StreamReader(data)
data.ReadTimeout = 6000
txtOutput.Text = reader.ReadToEnd()
client.Dispose()
End Sub
***** /CODE *****

It seems that as long as the word "mykey" exists in the
client.Headers.Add..... line I don't recieve "Cookie is Nothing" but I can't
figure out how to assign it a value. My value is always blank.