MRG: fix error on sphinx 1.5 (#178)
MRG: fix error on sphinx 1.5 (#178)

* When linking to external documentation support documentation generated with both sphinx < 1.5 and >= 1.5.

* More informative error message when external documentation can not be accessed
sphinx-gallery/sphinx-gallery,Eric89GXL/sphinx-gallery,Titan-C/sphinx-gallery,lesteve/sphinx-gallery,lesteve/sphinx-gallery,Eric89GXL/sphinx-gallery,Titan-C/sphinx-gallery,sphinx-gallery/sphinx-gallery