http: be clear when failing to connect to a proxy

Ubuntu and/or GNOME have some bug that likes
to set the "http_proxy" environment variable
and forgets to unset it.  This is annoying
to debug.  Be clear in the error message that
a proxy was in use.

R=rsc
CC=golang-dev
https://golang.org/cl/4409045

src/pkg/http/transport.go

@@ -217,6 +217,9 @@ func (t *Transport) getConn(cm *connectMethod) (*persistConn, os.Error) {
 
 	conn, err := net.Dial("tcp", cm.addr())
 	if err != nil {
+		if cm.proxyURL != nil {
+			err = fmt.Errorf("http: error connecting to proxy %s: %v", cm.proxyURL, err)
+		}
 		return nil, err
 	}