t_client.sh: Write errors to stderr and document requirements

Signed-off-by: David Sommerseth <davids@redhat.com>
Acked-by: Matthias Andree <matthias.andree@gmx.de>
Acked-by: Gert Doering <gert@greenie.muc.de>
Message-Id: <1384597423-11136-1-git-send-email-dazo@users.sourceforge.net>
URL: http://article.gmane.org/gmane.network.openvpn.devel/7984
Signed-off-by: Gert Doering <gert@greenie.muc.de>