Emit "parse" error on request instead of the response object.

Problem with emitting it on Response object is that you can't catch it if you
use http.request because the error is emitted before callback with the response
object is called which means you don't have reference to response object to add
error handler to it on time.
Merge pull request #433 from Kami/emit_parse_error_on_req_object

Emit "parse" error onthe request instead of the response object.