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'] = $autenticate['session_name'] . '=' . $autenticate['sessid'];

//RETRIEVE FILE
$file= xmlrpc($settings['server'], Array('file.retrieve' => Array(Array("fid"=>$fid),Array("file_contents"=> 'true'),Array("image_styles"=>'true') )),$options);