MSDN的InternetGetCookie的说明在这里

BOOL InternetGetCookie(
  __in     LPCTSTR lpszUrl,
  __in     LPCTSTR lpszCookieName,
  __out    LPTSTR lpszCookieData,
  __inout  LPDWORD lpdwSize
);

Parameters
lpszUrl
A pointer to a null-terminated string that specifies the URL for which cookies are to be retrieved.

lpszCookieName
Not implemented.

lpszCookieData
A pointer to a buffer that receives the cookie data. This parameter can be NULL.

lpdwSize
A pointer to a variable that specifies the size of the lpszCookieData parameter buffer, in TCHARs. If the function succeeds, the buffer receives the amount of data copied to the lpszCookieData buffer. If lpszCookieData is NULL, this parameter receives a value that specifies the size of the buffer necessary to copy all the cookie data, expressed as a TCHAR count.

我现在把
szUrl    db  'baidu.com',0
换成了
szUrl    db  'http://www.baidu.com/',0
在执行到
  invoke InternetGetCookie,addr szUrl,NULL,addr szBuffer,sizeof szBuffer
时提示该段内在不能为read......