Vehicular heterogeneous networks (VHNs) are a special type of wireless vehicular networks. In the VHNs, the nodes choose an access network to download data from the Internet. Most of the existing access network selection mechanisms concentrate on the perspective of individual nodes, only limited work focus on cooperative communications among vehicles. In this paper, a new network selection approach is proposed for vehicles to download data cooperatively in a VHN scenario. The proposed mechanism, namely Cooperative-pricing-based Access Selection Mechanism (CASM), is composed of the cooperative game based pricing strategy and the optimal access node selection algorithm, which are able to minimize access cost and maximize rate-cost ratio. Simulation results demonstrate that our proposed mechanism can ensure the effective data rate while reducing about 40% access costs.