BLD: fix build issues with MSVC10 on Windows.  Closes gh-4245.

Note that there are a few similar patches posted to gh-4101 and gh-4245.
Those were all patches to msvc9compiler in Python distutils.
Monkeypatching ``MSVCCompiler.link`` is less easy than this change
to ``config._check_compiler``; effect should be the same.

Also updates the error message shown when initializing MSVC fails.

[ci skip]