如何在需要cookie的服务器上下载远程文件

i want to download a file in this link on my free hosting server (using PHP script/ftp or any other way), but this link require cookie value that is only on my browser...
and is that possible to insert cookie value of a external website in PHP script

You can use php_curl for that:

http://www.php.net/manual/de/book.curl.php

curl_setopt($ch, CURLOPT_COOKIE, "name=value; other=value");