http://support.microsoft.com/kb/196062/zh-cn

Option Explicit
 
      ' No more data is available.
      Const ERROR_NO_MORE_ITEMS = 259
 
      ' The data area passed to a system call is too small.
      Const ERROR_INSUFFICIENT_BUFFER = 122
 
      Private Declare Function InternetSetCookie Lib "wininet.dll" _
       Alias "InternetSetCookieA" _
       (ByVal lpszUrlName As String,_
       ByVal lpszCookieName As String,_
       ByVal lpszCookieData As String) As Boolean
 
      Private Declare Function InternetGetCookie Lib "wininet.dll" _
       Alias "InternetGetCookieA" _
       (ByVal lpszUrlName As String,_
       ByVal lpszCookieData As String,_
       lpdwSize As Long) As Boolean
 
      Private Sub Command1_Click()
       Dim bRet As Boolean
       bRet = InternetSetCookie("http://xxxx/xxxx.htm",_
        "Test","Sent as Test via VB")
       If bRet = False Then
           MsgBox "Failed"
       End If
      End Sub
 
      Private Sub Command2_Click()
        Dim sCookieVal As String * 256
        Dim bRet As Boolean
        bRet = InternetGetCookie("http://xxxx/xxxx.htm",_
         "Test",sCookieVal,255)
        If bRet = False Then
          MsgBox "Failed"
        Else
          MsgBox sCookieVal
        End If
      End Sub