Give a friendly error message when we don't have file permissions to install

[Ivoz]

Rather than something spewing out a traceback ending in something like

  File "/System/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/os.py", line 157, in makedirs
    mkdir(name, mode)
OSError: [Errno 13] Permission denied: '/Library/Python/2.7/site-packages/pip'

We should test if we can install things first, and then attempt to give some advice.

We could check for permissions to site-packages at least; and we have full control of this for wheels.

[qwcode]

closing as dupe to #1048 : )