Check for links to links.

This problem has come up before, and it's time to add a check to
catch this common error.
* Makefile (AWK_SCRIPTS): Add checklinks.awk.
(check, .PHONY): Add check_links.
(check_links): New rule.
* checklinks.awk: New file.
Fix link-to-link for Asmera.

Problem reported by Stephen Colebourne in:
http://mm.icann.org/pipermail/tz/2014-November/021888.html
* backward (Africa/Asmera): Link to Africa/Nairobi,
not to Africa/Asmara.
* backzone (Africa/Asmera): New link, to override 'backward'.
* NEWS: Document fixes.