add request in Client struct to override the default request

[torniker]

I found multiple open issues regarding the client of sse and possibility to customize the request.

This is a very simple fix I came up with. Just added *http.Request to the client struct and user can set it like so:

	client := sse.NewClient("some url", func(c *sse.Client) {
		c.Request = customRequest
	})

and change the request function so that if this request is set it would override the default behavior.