In case you wonder how come, that cookies don't work under Windows, I've googled for some answers, and here is the result: Under WIN you need to input absolute path of the cookie file.
This piece of code solves it:
<?php
if ($cookies != '')
{
if (substr(PHP_OS, 0, 3) == 'WIN')
{$cookies = str_replace('\\','/', getcwd().'/'.$cookies);}
curl_setopt($ch, CURLOPT_COOKIEJAR, $cookies);
curl_setopt($ch, CURLOPT_COOKIEFILE, $cookies);
}
?>