Always create directory hierarchy for Metalink.

Filenames contained in Metalink file can include directory information.
Filenames are unique in Metalink file, taking into account the directory
information. So we need to create the directory hierarchy.

Curl has --create-dirs option, but we create directory hierarchy for
Metalink downloads regardless of the option value.

This patch also put metalink int variable outside of HAVE_LIBMETALINK
guard. This reduces the number of #ifdefs.