How do you view session cookies in Internet Explorer?

I am able to see session cookies in Firefox 3.6 by going to

Tools->Options->Privacy->Remove Individual Cookies

How do I see those same session cookies in IE (6/7/8)?

Tools->Internet Options->Browsing history Settings->View files

only contains persistent cookies

Also how do I access them programmatically? In Firefox I use the nsICookieManager interface to read the session cookies, does IE contain an equivalent interface?