I’ve recently had a few people ask whether FeedDemon supports the use of cookies, and the answer is, “yes, it does.”
The most obvious use of this is to require a login before returning any information, and I’ve seen this done by several feeds already. Unfortunately, some of them redirect to an HTML page when the login cookie isn’t found, which obviously won’t work since FeedDemon is trying to download RSS, not HTML. So, if you use cookie-based authentication, don’t redirect to an HTML page – instead, dynamically create an RSS <item> which includes a link to the login page.