Incrementally add cookies from previous requests

We've noticed an issue where some websites redirect us through a pass-through URL and we are losing the cookies set via the initial request. This pull request fixes that problem.

It *should* be Ruby 1.8 compatible but I haven't run the tests against Ruby 1.8.

I've also taken the liberty of fixing 2 other bug fixes in the test suite due to what appears to be a change in RSpec's syntax.

Let me know how it looks and if I can assist with any further revisions! Thanks for the awesome gem.