How does one log into a site and stayed login to gather data from various links

Question

There is a site that houses information that I need to download on an hourly basis. I then turn around and generate a report based off of this info. The page has a simple PHP login system, thus keeping from simply doing something like:

Private Function SearchPage(ByVal sURL As String) As String

   Dim client As WebClient = New WebClient
   Dim data As Stream = client.OpenRead(sURL)
   Dim reader As StreamReader = New StreamReader(data)
   SearchPage = reader.ReadToEnd
 
End Function

b/c (of course) I'm not logged in. How can you connect to such a site, pull down 5 or 6 URLs and go on my merry way?

Thanks !!