Given how often this problem occurs on the Internet, I suspect that the problem is that the .NET library code does not support multiple Set-Cookie headers (either all the time, or only under certain circumstances). Despite this, it's pretty easy to get around. Just extract the cookies directly from the Set-Cookie headers. Here's some code (originally copied from the code attached to this stream ) that shows how to extract cookies directly from the Set-Cookie header.
public static CookieCollection GetAllCookiesFromHeader(string strHeader, string strHost) { ArrayList al = new ArrayList(); CookieCollection cc = new CookieCollection(); if (strHeader != string.Empty) { al = ConvertCookieHeaderToArrayList(strHeader); cc = ConvertCookieArraysToCookieCollection(al, strHost); } return cc; } private static ArrayList ConvertCookieHeaderToArrayList(string strCookHeader) { strCookHeader = strCookHeader.Replace("\r", ""); strCookHeader = strCookHeader.Replace("\n", ""); string[] strCookTemp = strCookHeader.Split(','); ArrayList al = new ArrayList(); int i = 0; int n = strCookTemp.Length; while (i < n) { if (strCookTemp[i].IndexOf("expires=", StringComparison.OrdinalIgnoreCase) > 0) { al.Add(strCookTemp[i] + "," + strCookTemp[i + 1]); i = i + 1; } else { al.Add(strCookTemp[i]); } i = i + 1; } return al; } private static CookieCollection ConvertCookieArraysToCookieCollection(ArrayList al, string strHost) { CookieCollection cc = new CookieCollection(); int alcount = al.Count; string strEachCook; string[] strEachCookParts; for (int i = 0; i < alcount; i++) { strEachCook = al[i].ToString(); strEachCookParts = strEachCook.Split(';'); int intEachCookPartsCount = strEachCookParts.Length; string strCNameAndCValue = string.Empty; string strPNameAndPValue = string.Empty; string strDNameAndDValue = string.Empty; string[] NameValuePairTemp; Cookie cookTemp = new Cookie(); for (int j = 0; j < intEachCookPartsCount; j++) { if (j == 0) { strCNameAndCValue = strEachCookParts[j]; if (strCNameAndCValue != string.Empty) { int firstEqual = strCNameAndCValue.IndexOf("="); string firstName = strCNameAndCValue.Substring(0, firstEqual); string allValue = strCNameAndCValue.Substring(firstEqual + 1, strCNameAndCValue.Length - (firstEqual + 1)); cookTemp.Name = firstName; cookTemp.Value = allValue; } continue; } if (strEachCookParts[j].IndexOf("path", StringComparison.OrdinalIgnoreCase) >= 0) { strPNameAndPValue = strEachCookParts[j]; if (strPNameAndPValue != string.Empty) { NameValuePairTemp = strPNameAndPValue.Split('='); if (NameValuePairTemp[1] != string.Empty) { cookTemp.Path = NameValuePairTemp[1]; } else { cookTemp.Path = "/"; } } continue; } if (strEachCookParts[j].IndexOf("domain", StringComparison.OrdinalIgnoreCase) >= 0) { strPNameAndPValue = strEachCookParts[j]; if (strPNameAndPValue != string.Empty) { NameValuePairTemp = strPNameAndPValue.Split('='); if (NameValuePairTemp[1] != string.Empty) { cookTemp.Domain = NameValuePairTemp[1]; } else { cookTemp.Domain = strHost; } } continue; } } if (cookTemp.Path == string.Empty) { cookTemp.Path = "/"; } if (cookTemp.Domain == string.Empty) { cookTemp.Domain = strHost; } cc.Add(cookTemp); } return cc; }