Normally you can call the drupal cron page (/cron.php) as the anonymous user - but - to work around an issue with the simplenews module and taxonomy access control I need to run the cron script as a logged in user.

You need to do three things (for drupal 5 - I used to be able to start at step 2 for drupal 4).

Grab the root page to get the PHPSESSID cookie
Login to associate your cookie with a logged in session
Call the script you want - in this case cron.php