I would suggest that you take a look at the Client Object Model. It's much easier to use than SharePoint's SOAP Web services. For example, the Client Context object has built-in facilities to set authentication to Forms Based and to add your credentials. No need to set cookies and so on.

You can get information in several places, here are two:

Microsoft SharePoint 2010 Developer Training Course
http://msdn.microsoft.com/en-us/sp2010devtrainingcourse_clientobjectmodel_unit

Plualsight SharePoint 2010 Client Object Model Course (requires a subscription but you can get a free trial that will give you enough time to watch the course)
http://www.pluralsight-training.net/microsoft/olt/Course/Toc.aspx?n=sp2010-client-object-model