#include <IE.au3>
Global $oIE, $sCookies, $aCookies, $aSplit
$oIE = _IECreate("http://yandex.ru/")
$sCookies = $oIE.document.cookie
ConsoleWrite($sCookies & @CRLF)
$aCookies = StringSplit($sCookies, "; ", 1)
For $i = 1 To $aCookies[0]
$aSplit = StringSplit($aCookies[$i], "=", 1)
ConsoleWrite("Имя cookie: " & $aSplit[1] & @TAB & "Значение cookie: " & $aSplit[2] & @CRLF)
Next