Powershell script to parse a string

You could do something like ($str contains the string to parse):

if ($str -match 'ehCookie=([^;]+).*JSESSIONID=([\dA-F]+)') {
    $ehCookie   = $matches[1]
    $jSessionId = $matches[2]
}

OR

$ehCookie   = ([regex]'(?i)ehCookie=([^;]+)').Match($str).Groups[1].Value
$jSessionId = ([regex]'(?i)JSESSIONID=([\dA-F]+)').Match($str).Groups[1].Value

Regex details:

ehCookie=       Match the characters “ehCookie=” literally
(               Match the regular expression below and capture its match into backreference number 1
   [^;]         Match any character that is NOT a “;”
      +         Between one and unlimited times, as many times as possible, giving back as needed (greedy)
)
.               Match any single character that is not a line break character
   *            Between zero and unlimited times, as many times as possible, giving back as needed (greedy)
JSESSIONID=     Match the characters “JSESSIONID=” literally
(               Match the regular expression below and capture its match into backreference number 2
   [\dA-F]      Match a single character present in the list below
                A single digit 0..9
                A character in the range between “A” and “F”
      +         Between one and unlimited times, as many times as possible, giving back as needed (greedy)
)

^{In the second example, the (?i) makes the .Match case-insensitive, which is not needed when using the -match operator as used in the first example}