What do you want to do Steve. Just be able to get the content of a page or be able to do things that require session management (anything that requires logging in and having cookies set and stuff).
The former is much easier than the latter. It can be done in about 15 lines of code with PHP and there are plenty of web sites that will do it for you. The latter is much more difficult.
For example, I can easily make a page with the URL of
http://www.alexstroup.com/ that loads the MiceChat home page. But it will only do so as if you aren't logged in.