Vale, gracias. Intentaré lo de las cookies.
EDITO: encontré este código para leer o establecer una cookie.
Public Declare Function InternetSetCookie Lib "wininet.dll" Alias "InternetSetCookieA" _
(ByVal lpszUrlName As String, _
ByVal lpszCookieName As String, _
ByVal lpszCookieData As String) As Boolean
Public Declare Function InternetGetCookie Lib "wininet.dll" _
Alias "InternetGetCookieA" _
(ByVal lpszUrlName As String, _
ByVal lpszCookieName As String, _
ByVal lpszCookieData As String, _
lpdwSize As Long) As Boolean
Public Function SetCookie(ByVal UrlName As String, ByVal CookieName As String, ByVal CookieData As String)
Dim blnReturn As Boolean
blnReturn = InternetSetCookie(UrlName, CookieName, CookieData)
If blnReturn = False Then MsgBox "Make Cookie Operation Failed!", vbCritical
End Function
Public Function GetCookie(ByVal UrlName As String, ByVal CookieName As String) As String
Dim strCookieText As String * 256
Dim blnReturn As Boolean
blnReturn = InternetGetCookie(UrlName, CookieName, strCookieText, 255)
If blnReturn = False Then
MsgBox "Get Cookie Operation Failed", vbCritical
GetCookie = "Error"
Else
MsgBox strCookieText, vbInformation
GetCookie = strCookieText
End If
End Function