Cookies - Getting HTTPS Data Server-side?

I previously asked on StackOverflow how to parse XML downloaded programmatically by my ASP.net application. By this, I mean that the user visits https://www.example.com/page1.aspx. The code-behind for page1.aspx is supposed to somehow download and parse an xml file located at https://www.example.com/foo.xml.

I received good answers about how to parse the XML. However, I've been out of luck with being able to retrieve XML from my secure HTTPS server.

I am looking at a situation where https://www.example.com/foo.xml authenticates requests with a cookie. (third party system, not Forms Authentication). The answer I received to my question about how to download and parse XML suggested that I use the System.Net.WebClient class. I read that the WebClient class must be customized to work with cookies. Therefore, I wrote the following code:

public class WebClientWithCookies : WebClient
{
private CookieContainer m_container = new CookieContainer();
public CookieContainer CookieContainer

[Code]....

However, when the request is received at https://www.example.com/foo.xml, there are no cookies in the request, and so it doesn't work.