When you use the ActiveBrowser.Cookies.GetCookies in IE9 (didn't try other browsers or other versions) there appears to be a limit of 20 cookies that you can get. The website www.autoanything.com generates about 26 cookies but you only get 20 of them using this API. When you look at the cookies on disk you should find more than 20 for this domain. This code demonstrates the problem.

ActiveBrowser.NavigateTo("http://www.autoanything.com");
ActiveBrowser.WaitUntilReady();
System.Net.CookieCollection cookieCollection = ActiveBrowser.Cookies.GetCookies(new Uri("http://autoanything.com"));
Log.WriteLine("There are " + cookieCollection.Count + " cookies in the collection.");

foreach (System.Net.Cookie cookie in cookieCollection)
{
    Log.WriteLine("This is the cookie " + cookie.Name);
}