The only way I'm able to get similar errors is if I first install one
package with binary dependencies, try it out, and then install a second
packages with binary dependencies from the same session (e.g. install
Winston, draw a plot, then install Requests). One or more files apparently
remain locked.
I've was able to fix it by restarting Julia and running
Pkg.build("GnuTLS"). I suppose restarting and reinstalling the latter
package should also work?
Otherwise "Requests" worked fine on my machine (Win8).