Modified the default HTTP headers used by libcurl:

A) Normal non-proxy HTTP:

 - no more "Pragma: no-cache" (this only makes sense to proxies)

B) Non-CONNECT HTTP request over proxy:

 - "Pragma: no-cache" is used (like before)
 - "Proxy-Connection: Keep-alive" (for older style 1.0-proxies)

C) CONNECT HTTP request over proxy:

 - "Host: [name]:[port]"
 - "Proxy-Connection: Keep-alive"