Fixing exception on exception raising, and adding some comments

This is the exception that was being logged in gae_download-2013*.log:

gae_download.2013-01-30.log:  File "/home/analytics/analytics/src/fetch_entities.py", line 79, in attempt_fetch_entities
gae_download.2013-01-30.log-    tries)
gae_download.2013-01-30.log-TypeError: exceptions must be old-style classes or derived from BaseException, not str

But, now it should be more like:

gae_download.2013-01-30.log:  File "/home/analytics/analytics/src/fetch_entities.py", line 79, in attempt_fetch_entities
gae_download.2013-01-30.log-UserWarning: Trying 4 times to fetch ProblemLog from GAE but not working. You should investigate the server logs.

Test Plan:
Copy+pasted the raise statement into a Python interpreter and saw that the correct error message was returned (I caught a missing-parens bug)

Auditors: jace
Merge branch 'master' of github.com:Khan/analytics