Deeper tests, prepare the auth setting that will avoid the
roundtrip with each 401.

* bzrlib/transport/http/_urllib2_wrappers.py:
(Request.__init__): Create the auth field.
(ConnectionHandler.get_key): Deleted.
(HTTPBasicAuthHandler.http_request): Add the authentication
parameter if the request requires it.

* bzrlib/tests/test_http.py:
(TestHTTPBasicAuth.setUp): Create the transport to access the
underlying _urllib2_wrappers opener.
(TestHTTPBasicAuth.process_request): Leave the opener process the
request based on the request.auth field.