I too am having the same issue. I know this isn't a telerik issue, but I want to create a photoviewer for silverlight. Here is what i have tried so far. CookieContainer is still null on the AuthenticationSoapClient object...
AuthenticationSoapClient client = new AuthenticationSoapClient();
(client.Endpoint.Binding as BasicHttpBinding).EnableHttpCookieContainer = true; //not sure if this is the right way to use this.
client.LoginCompleted += (o, e) =>
//Get the cookie
if (e.Result.ErrorCode == LoginErrorCode.NoError)
//client.CookieContainer IS NULL HERE.