Added ability to provide cookies for the web socket connection

For web sockets used behind an already authenticated HTTP(S) session you might want to provide the session cookie or other cookies appropriate for the web socket connection (for example Spring's SessionID when connecting to a Spring-authentication backed java backend server).

Sample usage for the clients could be:

```
[[self webSocket] setRequestCookies:[[NSHTTPCookieStorage sharedHTTPCookieStorage] cookies]];
```