Set custom User-Agent HTTP header for the update check

This is to work around a bug in the SourceForge web server, which closes the
connection if the default User-Agent is used ("Mozilla/5.0").
Do not use a persistent connection (keep-alive) for the update check

Not really needed, but since the update check doesn't actually need to keep
the connection open, since it's a one-time thing, we might as well tell the
server to close the connection after we get the reply.
Handle HTTP redirects when checking for updates
Make sure temporary prompt dialogs are deleted when closed