multi: avoid sending multiple complete messages

I fell over this bug report that mentioned that libcurl could wrongly
send more than one complete messages at the end of a transfer. Reading
the code confirmed this, so I've added a new multi state to make it not
happen. The mentioned bug report was made by Brad Jorsch but is (oddly
enough) filed in Debian's bug tracker for the "wmweather+" tool.

Bug: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=593390