WEBREQUEST COOKIE HANDLING

Question

i am loging in to website using webrequest it returns me cookie and by using this i can navigate to other pages but the problem is i want to show the page to user and im doing reponse.write to show it to user but when user click on any link his sessions destroys and takes him to login page it doesnt happen when i do it from code wht i am doing wrong even when i m writing it as response.write its cookie may be lost..
please anyone can help on this

Thanks