The WebServices package in Mathematica 9 no longer seems to support stateful web sessions. This requires the client (i.e., the WebServices package) to pass back the HTTP Cookies that it receives from the web service. With Mathematica 8 this worked without problems. In Mathematica 9 this is no longer the case. Each request looks like a newly established session on the web service server side.
Is there a way to re-enable support for stateful web services in Mathematica 9?