[Engine] Subscribe to protocolManager.Connected event earlier

It could happen that protocolManager.Connect() function is completely
synchronous, which would mean that the Connected event would be raised
before Session.Connect() method has subscribed to it.
[Engine-Twitter] Fire the Connected event

The twitter backend was not firing the Connected event, which meant
that the "On Connect Commands" were not being executed.
Merge pull request #134 from knocte/master