Changes Dworkin asked for (except Win32 detect).

Thanks to Eli, LRN, and Earnie from the MinGW/MSys list for suggesting the MSYSTEM variable.
Note that MSys support is currently limited to MSys-as-a-compiler-platform. MSys targeting MSys isn't supported.
Also, MINGW64 isn't tested for, so that may be something to keep an eye on.

Left the Win32 detection as it is. The bit before OS gets set is intended to detect the presence of Windows WITHOUT the presence of MSys, and simply cannot be placed after OS gets set. Will see if Dworkin wants the rest of the Win32 detection code moved to the same place.
Fixed a problem with a ifeq($(HOST),MSys) conditional in the main makefile. Obviously, I hadn't compiled before the previous commit.
Added -LIBS= -ldl as "else" for the fixed version of the conditional above.
Pruned the Windows libraries to just -lws2_32. Apparently my last stab at this didn't include narrowing down which libraries I needed to specify.
Removed a lot of comments. Removed some newlines.
Revised a rule in host/Makefile. Unix & Windows both now use the same rule for connect.c .

STILL can't figure out why "make clean" won't remove dosfile.c, dosfile.o, windgd.c, and windgd.o from hosts/ .