I guess this would be generally difficult. In the options you can configure proxy settings, but I haven't found anything in the UNO API
that looks like an Interface for this functionality. So I doubt that there is an interface for setting specific http headers if this is not available in the GUI.
I think there are also only small chances that an extension does something like this.
So there is either the "patching the source" hardway or a "man in the middle" approach for the http protocol. Using a proxy that modifies the request headers to include the cookie. But I haven't thought through this. It will surely be difficult to tell the proxy where it can retrieve the cookie data.
OpenOffice 3.1.1 (2.4.3 until October 2009) and LibreOffice 3.3.2 on Windows 2000, AOO 3.4.1 on Windows 7
There are several macro languages in OOo, but none of them is called Visual Basic or VB(A)! Please call it OOo Basic, Star Basic or simply Basic.