ThreadingMixIn/TCPServer forgets close (Max Neunhöffer).

This ensures that handle_error() and close_request() are called when
an error occurs in the thread.

(I am not applying the second chunk of the patch, which moved the
finish() call into the finally clause in BaseRequestHandler's __init__
method; that would be a semantic change that I cannot accept at this
point - the data would be sent even if the handler raised an
exception.)