Going after a specific browser has some limitations. First, you will have to stay on top of every change that the vendor makes to the browser...since the web is so dynamic and is still evolving, expect to have your program break often with every release. Second, its easy to bypass security by installing a different browser, and there are even some that will run completely off of a USB stick without any "footprint" on the local machine.
That said, I'm not sure going after cookies and post data is worth the effort, but the best solution would be to use a proxy service of some type (could even be on the workstation itself). You could also use a traffic monitoring program (for instance Wireshark) to track specific requests based on filters, but this will not "crack open" any HTTPS/FTPS streams as they are encrypted.
A Browser Helper Object would work, but again is limited to a specific browser.