Nicer error message for dswank when no project set

When using DIME and you try to compile the file without setting the
project, you got a method missing error on #f, #f being the missing
project receiving a message.

Added a nil check on *project* in dswank to throw an error with a more
obvious message, which surfaces back on the Emacs side as:

Evaluation aborted on Error: A project has not been set