Include <direct.h> on Windows systems, to declare "mkdir()".

Include <direct.h> on Windows systems, to declare "mkdir()".

On Windows, put the ".ethereal" directory under the user profile
directory rather than the home directory.

Update the documentation to reflect that, and to fix other out-of-date
information, as well as some typos.

git-svn-id: http://anonsvn.wireshark.org/wireshark/trunk@4068 f5534014-38df-0310-8fa8-9805f1628bb7