URLConnection with Cookies?

I'm trying to make a URLConnection that supports cookies. According to the documentation I can use:

CookieManager cookieManager = new CookieManager();
CookieHandler.setDefault(cookieManager);

I couldn't get this code to work, then I saw this only works for API 9 (2.3). However, I don't get an error using CookieManager in an older emulator, CookieManager exists, but can't be constructed. Is there any way to make this work for earlier versions? I tried:

            cookieManager.setAcceptCookie(true);
            URLConnection con = u.openConnection();

            con.setRequestProperty("Cookie", cookieManager.getInstance().getCookie(url););
            con.setDoOutput(true);
            con.connect();
            String addCookie = con.getHeaderField("Set-Cookie");
            System.out.println(con.getHeaderFields().toString());
            if (addCookie!=null) {
                cookieManager.getInstance().setCookie(url, addCookie);
            }

but this doesn't work.