[fix] set connection to CLOSE in cases where the agent is false.

Author: jcrugzz

Diff for: lib/http-proxy/common.js

@@ -45,6 +45,15 @@ common.setupOutgoing = function(outgoing, options, req, forward) {
 
   outgoing.agent = options.agent || false;
 
+  //
+  // Remark: If we are false set the connection: close. This is the right thing to do
+  // as node core doesn't handle this COMPLETELY properly yet.
+  //
+  if(!outgoing.agent) {
+    outgoing.headers = outgoing.headers || {};
+    outgoing.headers.connection = 'close';
+  }
+
   //
   // Remark: Can we somehow not use url.parse as a perf optimization?
   //