Hello,
specifying a Header with a value "*Cookie: cookiename=cookievalue*" work's fine. Thanks a lot!
Aaron, I didn't try the iRule option because I am working on an httpclass profile precisely to avoid using a iRule, for performance issues. (Ten Steps to iRules Optimization: "1 - Use a Profile First). I already have a iRule to make pool selection based on Cookie value matching, and it also works fine.
I don't know if this way will be more efficent, but at least I have the two methods.
Thanks again for your time and knowledge.