messages are stored, so that they don't have to be kept around for the multi
 handle's entire life time. He also made it return failure codes properly
 which it didn't do before.

 I made the messages only get stored per easy-handle so that they can be
 independently killed easier without ruining the "master list". It makes
 the info_read() function slightly less beautiful as it has to scan for
 messages to return, but it makes removing individual handles a lot easier
 and less error prone.