Thank you very much for your help. I finally manage to autenticate and retrieve files from my rpc server. Here is my syntax in case anyone needs it.
// USER LOGIN
$authenticate = xmlrpc($settings['server'], Array('user.login' => array($settings['user'] , $settings['password']),));
// CREATE HEADERS
$options['headers']['Cookie'] = $authenticate['session_name'] . '=' . $authenticate['sessid'];
//RETRIEVE FILE
$file= xmlrpc($settings['server'], Array('file.retrieve' => Array(Array("fid"=>$fid),Array("file_contents"=> 'true'),Array("image_styles"=>'true') )),$options);
