set a single cookie

Use NSMutableURLRequest rather than NSURLRequest, and call
setValue:forHTTPHeaderField:.
add --cookies argument

This specifies a Netscape cookie filename to read from.
read cookies from a file
change cookie handling to use urllib2 and cookielib
use a tempfile to guarantee magic string is present

cookielib won't even *look* at the rest of a cookie file unless the
first line matches:
    magic_re = "#( Netscape)? HTTP Cookie File"
commenting and function name cleanup
change indent from 2 to 4