added a note about persitant connections through HTTP proxies

  Note that curl cannot use persistant connections for transfers that are used

  in subsequence curl invokes. Try to stuff as many URLs as possible on the

  same command line if they are using the same host, as that'll make the

  transfers faster.

  transfers faster. If you use a http proxy for file transfers, practicly

  all transfers will be persistant.

  Persistant connections were introduced in curl 7.7.