Include url in the exception messages

Before this change, the URL which generated the HTTP exception isn't included
in the exception message, which can make it difficult to track down.
Make construction of exceptions more obvious.

This was previously relying on the behaviour of the raise keyword when
given a second argument.  This made it quite hard to see where the
message string was coming from when looking at the exception classes.
Passing it in the constructor makes this clearer.
Merge pull request #156 from alphagov/include-url-in-exception-messages

Include url in the exception messages