Allow context to be attached to the connection

Allow context to be attached to the connection

This means the authentication is not repeated for every request but
is retained for the life of the connection.

This may be a security issue if a frontend proxy shares connections
between multiple users so must be used with care.
RFC 4559 warns that clients should not try SPNEGO if such a proxy
is present. Unfortuntely the RFC assumes a non-standard method to
determine if a proxy maintain separate connections.