Need a WebBrowser control to run in Protected Mode

Question

I have a customer that is using a WebBrowser control in .NET (C#) 3.5 and it writes cookies to the non-protected folder in Windows 7 (and probably Vista).  This means that an IE8 window wrapped in a .NET application doesn't run like a stand-alone IE8 window where the stand-alone will write to the Cookies/Low folder instead.  I believe this is the Protected Mode feature introduced in Vista.

If I want to pop-up a window from the WebBrowser control and share cookies, I cannot since the wrapped browser runs as medium security and the pop-up runs as high security.

Does anyone know how I create a WebBrowser control that will actually behave like a normal IE8 browser in where it publishes cookies?  Or does anyone know a trick to make certain URLs use the non-protected cache locations when in IE8 stand-alone?

Thanks in advance!