Hi everybody!
This is my second patch on the community, although the first one is not merged, so any feedback is appreciated. 

I've added tests to cover this new situation and docs to let people know about the possibility of keeping their temporary directories for debugging purposes. 

Regarding the code itself, I've also made a 'design decision' to remove the directory even when created with delete=False if cleanup method is called explicitly, so I would like to hear your thoughts on that matter specially if you don't agree with it.