ms_print ought to create temporary files in a proper directory as
specified with --with-tmpdir at configuration time or with TMPDIR
at runtime. Doing so fixes the symptom reported in BZ #332765.
Also fix an incorrect error message.


git-svn-id: svn://svn.valgrind.org/valgrind/trunk@14077 a5019735-40e9-0310-863c-91ae7b9d1cf9