If you use CURL you can accept cookies, however I've run in to the same problem with my robot/spider ( trying to spider FEMJOY hosted galleries ) even when using CURL so good luck.. you'll probably need it unfortunately.
http://us3.php.net/manual/en/ref.curl.php#75525 - there's a little function that will help if it is indeed cookies that are the issue. Please post back here if you happen to figure it out!