http tests need to honor Set-Cookie

[zackw]

It's fairly common for websites to try to set a cookie if you don't already have one, by issuing a 3xx redirect to the same page that you just loaded, with some Set-Cookie headers. If your next GET to that URL doesn't echo the cookie, either it will send the redirection again (putting the dialogue into an infinite loop) or it will send you a 4xx error. Either way we fail to load the page when we should have.

I don't know, off the top of my head, how to make pycurl send cookies.