$ch = curl_init();

curl_setopt($ch, CURLOPT_URL, "http://www.google.co.uk/");
curl_setopt($ch, CURLOPT_HEADER, 0);
curl_setopt($ch, CURLOPT_FOLLOWLOCATION, true);
curl_setopt($ch, CURLOPT_COOKIEJAR, "cookies.txt");
curl_setopt($ch, CURLOPT_COOKIEFILE, "cookies.txt");

curl_exec($ch);
curl_close($ch);