Deal with extra headers from proxy/libcurl, and allow extra command-line switches for curl

There are two distinct commits here. If you'd prefer to take one and not the other, let me know and I'll split them into separate pull requests.

The commit "Ignore proxy "Connection established" headers" deals with a problem talked about here:
http://stackoverflow.com/questions/16965530/what-to-do-with-extra-http-header-from-proxy
This was discussed on the libcurl mailing list:
http://curl.haxx.se/mail/lib-2005-10/0024.html

The commit "Add optional extra arguments for curl" adds a customization option which allows extra command-line switches to be passed to curl. I use this for "--netrc" and also "--limit-rate" but it has many other uses. Perhaps options such as "--compressed" and "--keep-location" could be moved here as defaults.