Allow HTTP stager to work with authenticated proxies

The HttpOpenRequest function from WinINet requires the
INTERNET_FLAG_KEEP_CONNECTION flag to communicate through an
authenticated proxy.

From MSDN ( http://tinyurl.com/chwt86j ):

"Uses keep-alive semantics, if available, for the connection. This
 flag is required for Microsoft Network (MSN), NT LAN Manager (NTLM),
 and other types of authentication."

Without this flag, the HTTP stager will fail when faced with a proxy
that requires authentication. The Windows HTTPS stager does not have
this problem.

For HTTP Meterpreter to communicate through an authenticated proxy a
separate patch will need to be made to the Meterpreter source code.
This is at line 1125 of source/common/core.c in the Meterpreter source
code.

My motivation for this request is for windows/dllinject/reverse_http
to download a DLL even when faced with an authenticated proxy. These
changes accomplish this.

Test environment:

I staged a SmoothWall device with the Advanced Proxy Web Add-on. I
enabled Integrated Windows Authentication with a W2K3 DC. I verified
the HTTP stager authenticated to and communicated through the proxy
by watching the proxy access.log
Make download_exec work with authenticated proxies

Adds INTERNET_FLAG_KEEP_CONNECTION to HttpOpenRequest flags to allow
download_exec to transparently authenticate to a proxy device through
wininet.

Fun trivia, Windows 7 systems uses Connection: keep-alive by default.
This flag benefits older targets (e.g., Windows XP).
move flag comment to where it's used.
Merge branch 'rapid7' into rsmudge-authproxyhttpstager