You were correct, the site is using a temporary cookie.
I made a lot of head way getting the site to 
download.  I used the capture complex form feature on 
a protected web page.  I then copied the cookie from 
the complex form file to the cookies.txt file.  The 
protected areas of the site are coming down without a 
problem.... so far.  It has been downloading for the 
last 9 hours and it seems to have pulled the protected 
information down.