I need to set a cookie before I issue a request to a Web site using Fiddler. How do I do this?
You can also use the Fiddler Composer.
It's easiest if you can start with another request from your web site. To do this capture a the request you want to modify, then drag it from the UI to the composer tab.
A good explanation is here: http://www.debugtheweb.com/Fiddler/help/composer.asp