Added AddOption function to add options to be passed to cURL object #33
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This is for adding a function to add options to the cURL object (AddOption).
In this particular instance, I'm needing to use CURLOPT_PROXY, and while there are certainly other ways to open a proxy connection (although I don't know of any that are as clean), there are many other cURL options that are useful in some circumstances so a means to set them would be good.
I also included curl_setopt in the function itself in case options need to be changed after connecting, so those won't simply be ignored.
Let me know if this looks reasonable!