Hi,

The following 'curl' command is doomed to fail since NTLM requires a persistent connection to complete the negotiation.

# curl http://my.host.com/ -v -0 -u usera:passa --ntlm
...
curl: (47) Maximum (50) redirects followed

I think we could be more graceful, this commit fixes it for me:
iboukris@e0db49a

I can do a pull request if it is fine.
And as soon as I understand how to to it properly :)

Thanks,
Isaac B.