BUG: handle proxy string config without http://.

Not sure this is 'legal', but let's support it for now.
BUG: reject invalid proxy string, and closes #146.
MAINT: forgot to commit enstaller.errors.
BUG: don't crash with an UnboundLocalError for invalid pinfo.
Merge pull request #149 from enthought/fix_proxy_crash

Fix proxy crash