Curl setting cookies

Hello! I'm logging into some site using curl, well, actually the code is

$url='http://*****;
$host=parse_url($url);
$host=str_replace('www.','',$host);

$ch=curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/5.0 (Windows; U; Windows NT 5.1; ru; rv:1.8.1.11) Gecko/20071127 Firefox/2.0.0.11');
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, false);
curl_setopt($ch, CURLOPT_AUTOREFERER, true);
curl_setopt($ch, CURLOPT_FOLLOWLOCATION, true);
curl_setopt($ch, CURLOPT_COOKIEJAR, 'E:\xampp\htdocs\cookie\\'.$host);
curl_setopt($ch, CURLOPT_HEADER, 1);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_POST, true);
curl_setopt($ch, CURLOPT_POSTFIELDS, '*{login information}**');

echo curl_exec($ch); 

curl_close($ch);

Code (markup):

I can see that I've logged in and can move within current curl session and domain, staying in, however, there is no file like E:\xampp\htdocs\cookie\\'.$host, that's why when I try to load that site after a while, I have to login again.. I'd like to make a script that loggs in, than skips this operation if the cookie was set before... How could I do that, why is no file created? TIA