Update build docs that refer to old makefile.* files.

Also update pull-tester's error message.
Merge pull request #3231 from brandondahler/doc-autotool-update

Update build docs that refer to old makefile.* files.
Merge pull request #3233 from laanwj/2013_11_autoconf

Autoconf improvements
doc: replace DOS with MSYS shell to be more consistent

A plain DOS window doesn't have the right path settings, whereas
the MSYS shell window does.
qt: add Open URI dialog