Fixed use of errno (fixes #199)

On Windows, errno is a per-DLL variable, so when libzmq is in a different
DLL than libczmq, using errno directly won't access the real value set in
libzmq code. Calling zmq_errno() fetches libzmq's instance of errno.
Merge pull request #202 from hintjens/master

Problem: errno is DLL specific on Windows (#199)