SURLRequest*request =[NSURLRequest requestWithURL:[NSURL URLWithString:@"http://www.google.com/"]];

NSURLConnection*connection =[NSURLConnection connectionWithRequest:request delegate:self];

-(void)connection:(NSURLConnection*)connection didReceiveResponse:(NSURLResponse*)response

{

    NSHTTPURLResponse*HTTPResponse=(NSHTTPURLResponse*)response;

    NSDictionary*fields =[HTTPResponse allHeaderFields];

    NSString*cookie =[fields valueForKey:"Set-Cookie"];// It is your cookie

}

//保存好Cookie，当另一个request要用到这个cookies时，用如下方法加入：

NSMutableURLRequest*request =[NSMutableURLRequest requestWithURL:[NSURL URLWithString:@"http://www.google.com/"]];

[request addValue:cookie forHTTPHeaderField:"Cookie"];