Xavier Roche said:

"- if the session is a temporary cookie (not stored on 
disk), 
Add URL / Capture URL, and capture the login page"

This appears to be my case and if I start HTTrack with the 
captured url, I can get a page, but is it possible to force 
HTTrack to use the session-id cookie for all subsequent 
requests ? Without that, it is not possible to go beyond 
that first page.

Marc