proxy should emit 'close' when it's done

This will cause any stream piped into it to stop piping into it. (It's
the only way to unpipe a Node 0.8 Streams1-style pipe.)

This change allows you to remove the empty "stream.on('data')" in
faye-websocket.
Merge pull request #9 from meteor/close-proxy

proxy should emit 'close' when it's done