Description:
------------
Infinite looping when I tried to get page through proxy  
using curl library and option "CURLOPT_FOLLOWLOCATION".  
Without this option all works OK. This bug I saw under 
curl-7.10.5, curl-7.11.2 curl-7.12.2 
  

Reproduce code:
---------------
            $proxy="64.56.118.178:1080";
            $addr = "http://www.yandex.ru/";
            $ch = curl_init();
            curl_setopt($ch, CURLOPT_URL, $addr);
            curl_setopt($ch, CURLOPT_PROXY, $proxy);
            curl_setopt($ch, CURLOPT_HEADER, 1);
            curl_setopt($ch, CURLOPT_HTTPGET,1);
            curl_setopt($ch, CURLOPT_RETURNTRANSFER,1);
            curl_setopt($ch, CURLOPT_FOLLOWLOCATION, 1);
            curl_setopt($ch, CURLOPT_HEADER, FALSE); 
	curl_setopt($ch, CURLOPT_VERBOSE, TRUE);
            curl_setopt($ch, CURLOPT_CONNECTTIMEOUT, 3);
            curl_setopt($ch, CURLOPT_TIMEOUT, 3);
           $parse = curl_exec($ch);
		print("OK");
		

Expected result:
----------------
I've expected printing "OK" 

Actual result:
--------------
firstly I sow nothing. 
when I became use curl_setopt($ch, CURLOPT_VERBOSE, TRUE) 
I sow lopping next: 
64.56.118.178:1080 
* About to connect() to 64.56.118.178 port 1080 
*   Trying 64.56.118.178... * connected 
* Connected to 64.56.118.178 (64.56.118.178) port 1080 
> GET http://www.yandex.ru/ HTTP/1.1 
Host: www.yandex.ru 
Pragma: no-cache 
Accept: */* 
 
< HTTP/1.0 302 Found 
< Connection: Close 
< Location: http://no-full-proxy-allowed/ 
* Closing connection #0 
* Issue another request to this URL: 'http://
no-full-proxy-allowed/' 
* About to connect() to 64.56.118.178 port 1080 
*   Trying 64.56.118.178... * connected 
* Connected to 64.56.118.178 (64.56.118.178) port 1080 
> GET http://no-full-proxy-allowed/ HTTP/1.1 
Host: no-full-proxy-allowed 
Pragma: no-cache 
Accept: */* 
Notice: when I use $addr = "http://www.yandex.ru"; instead 
$addr = "http://www.yandex.ru/"; All works OK!