retrieve a web page that requires login

[rrvb]

I've been searching the internet and this site and haven't been able to find an answer to what I believe should be easy to do.

I'm using Visual Basic 2008 Express and I'm trying to retrieve a web page. I'm using the following code (that I found on the web):

Public Sub New(ByVal URL As String, _
          Optional ByVal TimeoutSeconds As Integer = 10)
        ' Retrieves the HTML from the specified URL,
        ' using a default timeout of 10 seconds
        Dim objRequest As Net.WebRequest
        Dim objResponse As Net.WebResponse
        Dim objStreamReceive As System.IO.Stream
        Dim objEncoding As System.Text.Encoding
        Dim objStreamRead As System.IO.StreamReader
        
        Try
            ' Setup our Web request
            objRequest = Net.WebRequest.Create(URL)
            objRequest.Timeout = TimeoutSeconds * 1000
            objRequest.UseDefaultCredentials = True
           
            ' Retrieve data from request
            objResponse = objRequest.GetResponse
            objStreamReceive = objResponse.GetResponseStream
            objEncoding = System.Text.Encoding.GetEncoding( _
                "utf-8")
            objStreamRead = New System.IO.StreamReader( _
                objStreamReceive, objEncoding)
            ' Set function return value
            theHTML = objStreamRead.ReadToEnd()
            ' Check if available, then close response
            If Not objResponse Is Nothing Then
                objResponse.Close()
            End If
            valid = True
        Catch
            ' Error occured grabbing data, simply return nothing
            theHTML = ""
            valid = False
        End Try
    End Sub

This works if the web page doesn't require login, but I'm trying to use it with a site that requires login. I assume the site saves the login information in a cookie. If I type in the URL in IE, the site brings up the right page, but if I use the exact same URL string in Visual Basic, the site returns a login page.

What is IE doing behind the scenes that I need to add to my Visual Basic code?

Thanks for all your help.

Randy