DOC: error 'being used by another process' when removing temp files on Windows
When building the docs on Windows, I get some errors related to the removal of temporary files. For example, for building io.rst:

```
reading sources... [100%] io
---------------------------------------------------------------------------
WindowsError                              Traceback (most recent call last)
<ipython-input-124-e1699a291992> in <module>()
----> 1 os.remove('tmp.sv')
WindowsError: [Error 32] The process cannot access the file because it is being
used by another process: 'tmp.sv'
---------------------------------------------------------------------------
WindowsError                              Traceback (most recent call last)
<ipython-input-371-8e84b2979f2e> in <module>()
----> 1 os.remove('store.h5')
WindowsError: [Error 32] The process cannot access the file because it is being
used by another process: 'store.h5'
```
- For `temp.sv` this is due to:
  
  ```
  reader = pd.read_table('tmp.sv', sep='|', iterator=True)
  reader.get_chunk(5)
  ```
  
  where `reader` is still 'open'. A following `os.remove('tmp.sv')` will generate this error. **Is there a way to close a `TextFileReader` object?**
- For `store.h5` this is due to the last `os.remove('store.h5')` (before 'SQL queries' http://pandas.pydata.org/pandas-docs/dev/io.html#sql-queries). For this, I don't directly see why this fails, as all the other calls to `os.remove('store.h5')` do work (and there is a `store.close()` command)
