The "Super HTTP Monitor" appears to have the capabilities for which you're looking. I'm unfortunately not familiar enough with it to make any recommendations.
http://devcentral.f5.com/wiki/default.aspx/AdvDesignConfig/SuperHTTPMonitor.html
You should be able to specify a cookie header as part of your send string. That would be nice and simple but if you want the value of the cookie to be what you received in the previous response, that Super HTTP Monitor might be the way to go.
Otherwise, can you simply specify an arbitrary cookie value and still get proper results?
Nimbostratus
