using System.Runtime.InteropServices;

[DllImport("wininet.dll", SetLastError = true)]
public static extern bool InternetGetCookie(string url, string cookieName, StringBuilder cookieData, ref int size);

private void button5_Click(object sender, EventArgs e)
{
    string url = "http://www.huanghengxu.com"; // 指定相应网站的地址
    string cookieName = null; // 不知道干什么用
    int size = 5000;
    StringBuilder sb = new StringBuilder(size);  // 要指定容量，大于Cookie就可以，否则读取不全

    InternetGetCookie(url, cookieName, sb, ref size);

    System.Windows.Forms.MessageBox.Show(sb.ToString() + "\n" + size.ToString());
}