Module/Library That is Able To Use Cookies + Proxies?

[blackcapsoftware at gmail.com]

Hey guys,

I have been search the net for a bit now and can't find anything. What
I would like to do is be able to log into a site that uses cookies to
store information about the user when logging in. This works fine and
dandy with ClientCookie. Now, I want to be able to do so with a proxy,
does anyone have any suggestions, or libraries?

Any help is greatly appreciated.

Regards