reset mysql->net.last_error": the solution is to clear
MYSQL->net error before performing COM_CLOSE: if the call
succeeds, the connection is usable for other statements.
More comprehensive fix is to clear MYSQL->net for all
recoverable errors at the time they happen, it will be
implemented in 5.0 as it introduces incompatibility in behavior.
- renamed the tests that use the embedded server (client_test ->
mysql_client_test_embedded, mysqltest -> mysql_test_embedded
and changed some Makefiles and scripts so they are installed in $bindir
(required to be able to run the test suite against the embedded server)