Here is what I wrote on the Pittsburgh closer situation with Mesa and Gonzalez in this weeks closer report...
Pittsburgh: Mesa blew his first save in 14 chances Tuesday against the Cubs. Even though he has had early season success he has not pitched skillfully at all with 12 strikeouts and 7 walks in 14 innings. The blown saves might start to come in bunches at which time the Pirates will probably turn the job over to one of the leagues top setup men, Mike Gonzalez.
http://www.diamondgurus.com/closerreport.html
This was also published before he blew another save today against the Cubs.
I would pick up Gonzalez and expect Mesa to lose the job in a matter of time.