send Connection: close header

@drsnyder 
http://www.w3.org/Protocols/rfc2616/rfc2616-sec14.html

>HTTP/1.1 defines the "close" connection option for the sender to signal that the connection will be closed after completion of the response. For example,

>       Connection: close
>in either the request or the response header fields indicates that the connection SHOULD NOT be considered `persistent' (section 8.1) after the current request/response is complete.

>HTTP/1.1 applications that do not support persistent connections MUST include the "close" connection option in every message.