Logging in to a website, second time does not return cookie hash key?

I'm programmatically logging in to a website, using HttpWebRequest, POST method. The first time I successfully authenticate, via HttpWebResponse I receive cookie hash key. The second time I perform the same action, I don't receive it anymore.

Does that mean I'm already "Logged in", or does it store my session somewhere, I don't quite understand it, if someone could explain, thank you!

Here's my code and simply said, running this twice, do not return same cookie result.

        HttpWebRequest http = (HttpWebRequest)WebRequest.Create("URL");

        string cookie = string.Empty;
        string values = "vb_login_username=" + username + "&vb_login_password=" + password + "securitytoken=guest&" + "cookieuser=checked&" + "do=login";

        http.Method = "POST";
        http.ContentType = "application/x-www-form-urlencoded";
        http.ContentLength = values.Length;

        CookieContainer cookies = new CookieContainer();
        http.CookieContainer = cookies;

        ServicePointManager.Expect100Continue = false;


        using (var stream = new StreamWriter(http.GetRequestStream(), Encoding.ASCII))
        {
            stream.Write(values);
        }



        HttpWebResponse response = (HttpWebResponse)http.GetResponse();

        foreach (var c in response.Cookies)
        {
            cookie = cookie + c.ToString() + ";";
        }

        return cookie;