In a nutshell, unless the site is using http security then you can forget it.
The problem arises from the fact that the .NET runtime actually handles the login/authentication of the aspx application, and it manipulates the cookie and it's values.
Also, the ONLY bit of data thats in the cookie for an ASP.NET app is an MD5 encrypted session ID, if you try to change the ID, it will then not match the re-encrypted versions back on the server (Which is re-encrypted every request) and .NET will then destroy the session and log the user out.
IF you have access to the actual web application, then it's a trivial task to make some small changes to the web.config file, and temporarily turn off the auth system, then do your scrape with curl and php, then undo the changes and re-enable the .NET auth system, failing that the only other way is to log-in save a local html only copy of the page your interested in, then run your php script on that to convert the data.
if the site is secured with a normal http password (The type that makes the browser pop up a password dialog) then you simply just specify the username and password in your URL string when you pass it to curl. EG:
http://user:password@asite.com/
Cheers
Shawty