multi: better failed connect treatment

When failing to connect the protocol during the CURLM_STATE_PROTOCONNECT
state, Curl_done() has to be called with the premature flag set TRUE as
for the pingpong protocols this can be important.

When Curl_done() is called with premature == TRUE, it needs to call
Curl_disconnect() with its 'dead_connection' argument set to TRUE as
well so that any protocol handler's disconnect function won't attempt to
use the (control) connection for anything.

This problem caused the pingpong protocols to fail to disconnect when
STARTTLS failed.

Reported by: Alona Rossen
Bug: http://curl.haxx.se/mail/lib-2011-02/0195.html