Dynamically allocate the mainloop container to avoid standard library includes.

At least Sensable GHOST uses pre-standardization STL, so using <vector> in .h  files
is sadly out of the question. (for now?)
More macro definition style: VRPN_SOMETHINGINCAPS

Both as a hint to the reader that it's a macro, not a real function,
and as a way of distinguishing it for refactoring and maintenance.

(Search and replace for "next" can do weird things to comments...)