Allow _prepare_conn() to run on Python 2.6.4

When running on Python 2.6.4, a TypeError is thrown in _prepare_conn() 
because httplib's _set_tunnel only takes two parameters.  This change 
will let the code run on Python 2.6.4 if proxy_headers are not set.
Allow _prepare_conn() to run on Python 2.6.4

Taking advice from https://github.com/shazow/urllib3/pull/411#issuecomment-46397017 and subsequent comments to clean up the code a little and pacify coverage tests.
Update connectionpool.py
Merge pull request #411 from arkpog/patch-1

Allow _prepare_conn() to run on Python 2.6.4