To avoid confusion in Python 2.6. Consider this Python 2.6 example

```python
>>> pool = HTTPConnectionPool(..., source_address=('192.168.1.110', 0))
>>> r = pool.request(...)
```

The user then notices that the request wasn't sent from the expected
192.168.1.110 and wonders why, so he checks the connection arguments.

```python
>>> 'source_address' in pool.conn_kw
True
```

And now he's confused. Stripping `source_address` from `self.conn_kw` gives
Python 2.6 users an explicit indication that source_address isn't supported.

I didn't add a warning via `warnings` because I didn't see warnings emitted
elsewhere.