oops. fix potential exception when there's no ssh agent available.

paramiko/agent.py

@@ -55,6 +55,7 @@
         @raise SSHException: if an SSH agent is found, but speaks an
             incompatible protocol
         """
+        self.conn = None
         self.keys = ()
         if ('SSH_AUTH_SOCK' in os.environ) and (sys.platform != 'win32'):
             conn = socket.socket(socket.AF_UNIX, socket.SOCK_STREAM)
@@ -87,6 +88,7 @@
         """
         Close the SSH agent connection.
         """
+        if self.conn is not None:
             self.conn.close()
         self.conn = None
         self.keys = ()