Close response body, when done.

My application, I noticed, started to run out of memory when making high number of `PutRecord` requests per second.

Turns out `response.Body.Close()` was missing, which caused a high speed resource leak in my app.
I confirmed in Go [net/http docs][1] that it is indeed required of callers to close the response body.

[1]: http://golang.org/pkg/net/http/#Client.Do