RFR 7152796: TEST_BUG: java/net/Socks/SocksV4Test.java does not terminate

This is a follow up to some tests Alan found that are not being run 
because of a missing  <at> run tag [1].

When run this test didn't exit. I simply fixed the terminate method to 
close the server socket and allow the thread executing the server 
complete. And some minor cleanup.

http://cr.openjdk.java.net/~chegar/7152796/webrev.00/webrev/

-Chris.

[1] 
http://mail.openjdk.java.net/pipermail/core-libs-dev/2012-March/009530.html