static extern bool InternetSetCookie(string lpszUrl, string lpszCookieName, string lpszCookieData);

      Public Shared Function InternetSetCookie(lpszUrl As String, _

bool b = InternetSetCookie("http://localhost/", "keyname", "value; Expires = " + DateTime.Now.AddDays(10).ToString("R"));

    static extern bool InternetSetCookieEx(string lpszUrlName, string lpszCookieName, string lpszCookieData, uint dwFlags, IntPtr dwReserved );

InternetSetCookieEx("http://foo.bar.baz", "COOKIE_NAME", "COOKIE_VALUE" "; Expires = " DateTime.Now.AddDays(10).ToString("R"), 2147484672, IntPtr.Zero);