SPARK-1612: Fix potential resource leaks

JIRA: https://issues.apache.org/jira/browse/SPARK-1612

Move the "close" statements into a "finally" block.

Author: zsxwing <zsxwing@gmail.com>

Closes #535 from zsxwing/SPARK-1612 and squashes the following commits:

ae52f50 [zsxwing] Update to follow the code style
549ba13 [zsxwing] SPARK-1612: Fix potential resource leaks