> I am trying to download a newspaper site which has a once 
> off login page using cookies. I note in the FAQ it says 
> that I have to put the relevant cookie from the IE 
> temporary internet folder "into your project folder (or 
> even the HTTrack folder)"

Actually you must put it on the current project directory - 
that is, if your projectname is "Foo project",
C:/My Web Sites/Foo project/

To do that, save once your settings in 
winhttrack/webhttrack, copy cookies, and restart 
winhttrack/webhttrack to launch the mirror.