Check socket_ is not NULL.

      Also, if state_ is already CLOSED, Close() does nothing.

BUG=89795
TEST=none

Review URL: http://codereview.chromium.org/7488002

git-svn-id: svn://svn.chromium.org/chrome/trunk/src@93556 0039d316-1c4b-4281-b951-d872f2087c98