Description:
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Documentation at http://se2.php.net/manual/en/function.curl-setopt.php states
"CURLOPT_COOKIEJAR  	 The name of a file to save all internal cookies to when the connection closes."

However, the cookiejar file is created when the curl HANDLE is closed, not when a connection is closed.

I suggest a change in the documentation to
""CURLOPT_COOKIEJAR  	 The name of a file to save all internal cookies to when the handle is closed, e.g. after a call to curl_close."

Test script:
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$c = curl_init('http://example.com');
curl_setopt ($c, CURLOPT_COOKIEJAR, '/tmp/cookiefile');
for ($i = 0; $i < 3; ++$i) {
	$r[] = curl_exec($c) . PHP_EOL;
	# connection is not kept alive, i.e. it's closed. cookiejar file /tmp/cookiefile now exists
	file_get_contents('/tmp/cookiefile'); # error!

}
curl_close($c);
# cookiejar file /tmp/cookiefile now exists
file_get_contents('/tmp/cookiefile'); # ok