Try to get test_urllib to pass on Windows by closing the file.

Try to get test_urllib to pass on Windows by closing the file.
I'm guessing that's the problem.  h.getfile() must be called *after*
h.getreply() and the fp can be None.

I'm not entirely convinced this is the best fix (or even correct).
The buildbots will tell us if things improve or not.  I don't
know if this needs to be backported (assuming it actually works).