Remove the files/dirs after closing the DB so the tests work on Windows.
Patch from Trent Nelson.  Also simplified removing a file by using test_support.
diff --git a/Lib/bsddb/test/test_dbshelve.py b/Lib/bsddb/test/test_dbshelve.py
index 2107085..752ebc3 100644
--- a/Lib/bsddb/test/test_dbshelve.py
+++ b/Lib/bsddb/test/test_dbshelve.py
@@ -40,10 +40,7 @@
 
     def tearDown(self):
         self.do_close()
-        try:
-            os.remove(self.filename)
-        except os.error:
-            pass
+        test_support.unlink(self.filename)
 
     def mk(self, key):
         """Turn key into an appropriate key type for this db"""
@@ -267,8 +264,8 @@
 
 
     def tearDown(self):
-        test_support.rmtree(self.homeDir)
         self.do_close()
+        test_support.rmtree(self.homeDir)
 
 
 class EnvBTreeShelveTestCase(BasicEnvShelveTestCase):
diff --git a/Lib/bsddb/test/test_thread.py b/Lib/bsddb/test/test_thread.py
index 15ed905..0395f6d 100644
--- a/Lib/bsddb/test/test_thread.py
+++ b/Lib/bsddb/test/test_thread.py
@@ -73,9 +73,9 @@
         self.d.open(self.filename, self.dbtype, self.dbopenflags|db.DB_CREATE)
 
     def tearDown(self):
-        test_support.rmtree(self.homeDir)
         self.d.close()
         self.env.close()
+        test_support.rmtree(self.homeDir)
 
     def setEnvOpts(self):
         pass