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

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

This test (and the *_no_auth varient) was created to see that the Thread's init was actually called with the right values in the args tuple. This is not meant to test actual thread creation. That being said I do like your example in alikins/proxy_config_write_fix_mock. 

With that in mind where do we go from here?