Tried a bit more, and I was not getting the result I'm hoping for. So here is the story.
Putting the base url to arzon.jp and using the redirect url that sets the cookies did not work.
I tried it in the browser. It worked, I copied everything after the ".jp" , to the script.
Same result. Then I realised looking at what cookies was set and the host name in the address window.
I was missing a "www." in the baseurl.
Oh yes, we are rocking, first test result just returned the page I was trying to search for. So it does indeed work with cookies
So now back to the script and get something to actually read what I get. But that should not cause too much problems unless I manage to create yet another one of my lovely loops...