[System] Don't overwrite custom Connection header on HttpWebRequest
[System] Add crude (for now) socket stealing of an HttpWebRequest.

HttpWebRequest is a very tricky piece of code when it comes to its socket, this patch is more like a hack to get something working out of it but it's definitely not the best option.
[System] Implement a first pass of ClientWebSocket.
Merge pull request #717 from mono/client_websockets_impl

Add implementation of ClientWebSocket