Only close sockets if they have been created. Reported by Blake Winton.
diff --git a/Lib/httplib.py b/Lib/httplib.py
index 0e0ec56..fa63787 100644
--- a/Lib/httplib.py
+++ b/Lib/httplib.py
@@ -368,7 +368,8 @@
             except socket.error, msg:
                 if self.debuglevel > 0:
                     print 'connect fail:', (self.host, self.port)
-                self.sock.close()
+                if self.sock:
+                    self.sock.close()
                 self.sock = None
                 continue
             break