title: Curl isn't keeping cookies
body: <p>I'm using curl succefuly to simulate user on several website but I have a problem on a new one.
  I'm handling cookie with this code:</p>
  
  <pre><code>curl_setopt($cs, CURLOPT_COOKIEFILE, "cookies");
  curl_setopt($cs, CURLOPT_COOKIEJAR, "cookies");
  </code></pre>
  
  <p>Usualy that creates a cookies file as you know, but for this website it doesn't, I don't even have a empty file.
  However, by putting CURLOPT_HEADER to TRUE I see I receive some "Set-Cookie" values.</p>
  
  <p>I really don't know how it is possible, if someone have an idea.</p>
  
  <p>Thanks</p>