Has anyone ever managed to find a way to get webstart to use cookies? It’s driving me round the bend :(.
For instance, I can’t actually run any webstart apps at all on our company servers because - whoa! here’s a surprise! - they require you to login because of a teensy little thing called security ;).
That’s another reason I’ve turned away from Webstart and run my own applications from the Web through signed Applets. Of course, you have to write the update mechanisem yourself. 
I’ve used cookies with JWS in the past…
The only thing annoying is you must start the application from the web page (as session ids change at every login) and not from a desktop shortcut.
Basically, we had a system property (“jnlp.sessionid” for example, as accessing jnlp.* system properties is considered secured even from untrusted apps), that was added
dynamically to the JNLP file (a php file in our case, with jnlp header).
Then the JWS app can use it to communicate with the web server, with the general cookies flow (we wrote a basic cookie manager to send and receive them from an http connection).
So we could not access every cookie (only the session id, but I think that could be generalized) but that was enough to propagate a valid id through our web server.
This was two years ago, so I might have forgotten something about that workflow, but basically, it worked.
Lilian