[PATCH] Immediately close all file handles

This is a copy of http://bugs.python.org/setuptools/issue10:

I'm being pessimistic here and ensuring setuptools closes all files immediately when done with them, in particular for Python VMs that don't use reference counting GC.

Those VMs may not GC/close those files until later, and open file handles are particularly bad on Windows (you can't delete a file that's in use).

This is of low priority

Closed by 4652a447a2d2