Okay so here is the deal. As the question states, I'm trying to POST a file to a webserver and am having a few issues.
I've tried posting this same file to the same webserver using Curl.exe and have had no issues. I've posted the flags I used with curl just incase they might point out any potential reasons why I'm having trouble with the .NET classes.
curl.exe --user "myUser:myPass" --header "Content-Type: application/gzip"  
--data-binary "@filename.txt.gz" --cookie "data=service; data-ver=2; date=20100212;  
time=0900; location=1234" --output "out.txt" --dump-header "header.txt"  
http://mysite/receive
I'm trying to use a .NET class like WebClient or HttpWebRequest to do the same thing. Here is a sample of the code I've tried. With the WebClient I get a 505 HTTP Version Not Supported error and with the HttpWebRequest I get a 501 Not Implemented.
When trying it with a WebClient:
public void sendFileClient(string path){
    string url = "http://mysite/receive";  
    WebClient wc = new WebClient();  
    string USERNAME = "myUser";  
    string PSSWD = "myPass";  
    NetworkCredential creds = new NetworkCredential(USERNAME, PSSWD);  
    wc.Credentials = creds;  
    wc.Headers.Set(HttpRequestHeader.ContentType, "application/gzip");  
    wc.Headers.Set("Cookie", "location=1234; date=20100226; time=1630; data=service; data-ver=2");  
    wc.UploadFile(url, "POST", path);
}
And while using a HttpRequest:
public Stream sendFile(string path)
{
    HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create("http://myserver/receive");  
    string USERNAME = "myUser";    
    string PSSWD = "myPass";  
    NetworkCredential creds = new NetworkCredential(USERNAME, PSSWD);  
    request.Credentials = creds;  
    request.Method = "POST";  
    request.ContentType = "application/gzip";    
    request.Headers.Set("Cookie", "location=1234; date=20100226; time=1630; data=service; data-ver=2");  
    FileInfo fInfo = new FileInfo(path);  
    long numBytes = fInfo.Length;  
    FileStream fStream = new FileStream(path, FileMode.Open, FileAccess.Read);  
    BinaryReader br = new BinaryReader(fStream);  
    byte[] data = br.ReadBytes((int)numBytes);  
    br.Close();  
    fStream.Close();  
    fStream.Dispose();  
    Stream wrStream = request.GetRequestStream();  
    BinaryWriter bw = new BinaryWriter(wrStream);  
    bw.Write(data);  
    bw.Close();  
    HttpWebResponse response = (HttpWebResponse)request.GetResponse();  
    return response.GetResponseStream();  
}