some msvc fixes

renaming HELP_INDEX because it is already a define in a windows header.

fixing a bug that causes wesnoth to crash sometimes if compiled with visual studio 2010.

read_compressd is called by save_index_class::data and config_cache::read_cache (among others maybe).
save_index_class::data  expects a gzip_error to be thown, i added a catch for gzip_error in config_cache::read_cache to prevent msvc compiled versions to crash on corruptes cachefiles.

fixing: http://connect.microsoft.com/VisualStudio/feedback/details/520043/