public partial class WebBrowserControl : Form
    {
        private String url;

        [DllImport("wininet.dll", CharSet = CharSet.Auto, SetLastError = true)]
        public static extern bool InternetSetCookie(string lpszUrlName, string lbszCookieName, string lpszCookieData);

        public WebBrowserControl(String path)
        {
            this.url = path;
            InitializeComponent();

            // set cookie
            InternetSetCookie(url, "JSESSIONID", Globals.ThisDocument.sessionID);  

            // navigate
            webBrowser.Navigate(url);  
        }
        ...
}