Python : Trying to POST form using requests

I'm trying to login a website for some scraping using Python and requests library, I am trying the following (which doesn't work):

import requests
headers = {'User-Agent': 'Mozilla/5.0'}
payload = {'username':'niceusername','password':'123456'}

In [12]: r = requests.post('https://admin.example.com/login.php',headers=headers,data=payload)

But nada, getting a redirect to the login page. Do I need to open a session? am I doing a wrong POST request, do I need to load the cookies? or does session does that automatically? I am lost here, some help and explanations are needed.

The website I'm trying to login is php, do I need to "capture the set-cookie and set the cookie header"? if so I have no idea how to do it. The webpage is a form with the following (if it helps): input :username' 'password' 'id':'myform', 'action':"login.php

Some extra information, maybe you can see what I'm missing here..

In [13]: r.headers
Out[13]: CaseInsensitiveDict({'content-encoding': 'gzip', 'transfer-encoding': 'chunked',
 'set-cookie': 'PHPSESSID=v233mnt4malhed55lrpc5bp8o1; path=/',
  'expires': 'Thu, 19 Nov 1981 08:52:00 GMT', 'vary': 'Accept-Encoding', 'server': 'nginx',
   'connection': 'keep-alive', 'pragma': 'no-cache',
    'cache-control': 'no-store, no-cache, must-revalidate, post-check=0, pre-check=0',
     'date': 'Tue, 24 Dec 2013 10:50:44 GMT', 'content-type': 'text/html'})

In [14]: r.cookies
Out[14]: <<class 'requests.cookies.RequestsCookieJar'>[Cookie(version=0, name='PHPSESSID',
 value='v233mnt4malhed55lrpc5bp8o1', port=None, port_specified=False, domain='admin.example.com',
  domain_specified=False, domain_initial_dot=False, path='/', path_specified=True, secure=False,
   expires=None, discard=True, comment=None, comment_url=None, rest={}, rfc2109=False)]>

I would really appreciate the help, thanks!

update, with answer thanks to atupal:

    import requests

headers = {'User-Agent': 'Mozilla/5.0'}
payload = {'username':'usr','pass':'123'}
link    = 'https://admin.example.com/login.php'
session = requests.Session()
resp    = session.get(link,headers=headers)
# did this for first to get the cookies from the page, stored them with next line:
cookies = requests.utils.cookiejar_from_dict(requests.utils.dict_from_cookiejar(session.cookies))
resp    = session.post(link,headers=headers,data=payload,cookies =cookies)
#used firebug to check POST data, password, was actually 'pass', under 'net' in param.  
#and to move forward from here after is:
session.get(link)

You can use the Session object

import requests
headers = {'User-Agent': 'Mozilla/5.0'}
payload = {'username':'niceusername','password':'123456'}

session = requests.Session()
session.post('https://admin.example.com/login.php',headers=headers,data=payload)
# the session instance holds the cookie. So use it to get/post later.
# e.g. session.get('https://example.com/profile')

Send a POST request with content type = 'form-data':

import requests
files = {
    'username': (None, 'myusername'),
    'password': (None, 'mypassword'),
}
response = requests.post('https://example.com/abc', files=files)

I was having problems here (i.e. sending form-data whilst uploading a file) until I used the following:

files = {'file': (filename, open(filepath, 'rb'), 'text/xml'),
         'Content-Disposition': 'form-data; name="file"; filename="' + filename + '"',
         'Content-Type': 'text/xml'}

That's the input that ended up working for me. In Chrome Dev Tools -> Network tab, I clicked the request I was interested in. In the Headers tab, there's a Form Data section, and it showed both the Content-Disposition and the Content-Type headers being set there.

I did NOT need to set headers in the actual requests.post() command for this to succeed (including them actually caused it to fail)