After executing the following why would I have no cookie present in the cookies folder?

        Dim myUri As New Uri("http://www.xyz.com")
        Dim request As HttpWebRequest = CType(WebRequest.Create(myUri), HttpWebRequest)
        request.CookieContainer = New CookieContainer

        Dim response As HttpWebResponse = CType(request.GetResponse(), HttpWebResponse)
        Dim ckyXYZ As New Cookie
        With ckyXYZ
            .Comment = "This is a comment for our Cookie"
            .Domain = "http://www.xyz.com"
            .Expires = Now.AddMonths(1)
            .Name = "Fred"
            .Value = "My Cookies Value"
        End With

        response.Cookies.Add(ckyAT)

???