I big NOTE that i hope will help some one. Something that is not mentioned in the documentation, is that when php is compiled --with-curlwrappers,

So, instead of:

<?php
$opts = array(
  'http'=>array(
    'method'=>"GET",
    'header'=>"Accept-language: en\r\n" .
              "Cookie: foo=bar\r\n"
  )
);

$context = stream_context_create($opts);
?>

You would setup the header this way: 

<?php
$opts = array(
  'http'=>array(
    'method'=>"GET",
    'header'=>array("Accept-language: en",
                           "Cookie: foo=bar",
                           "Custom-Header: value")
  )
);

$context = stream_context_create($opts);
?>

This will work.