Added peerDependencies

Not sure that I added it right. Our case requires: cookie >= 0.0.5, and cookie-signature 1.0.1. `connect` has this bundle, so I decided setup peer-deps for connect.

Also found weird bug that io.on('connect') does not fire in node 0.10.10, and our tests fails. Did not have time to go deeper at this problem. I downgraded my local node to 0.10.5 and it works fine.