1070585: GUI no longer locks on connection test. Adds cancel button.

Fixes: https://bugzilla.redhat.com/show_bug.cgi?id=1070585

I'd go ahead and wrap this line like:

```
          threading.Thread(target=self.test_connection_wrapper,
                           args=(self.proxy_host, self.proxy_port,
                                 self.proxyUserEntry.get_text(),
                                 self.proxyPasswordEntry.get_text())).start()
```

But whatever passes pep8 is okay.