Only use the status text in NewGSSError()

The result codes from our attempt to obtain the text for a given error
aren't particularly useful, so drop them from the error text created by
NewGSSError().
Force SPNEGO for Negotiate

The Negotiate spec says that you have to use SPNEGO, so explicitly set
that as the GSS mechanism that we request.
When we get an error, note which step we're in
Warn about SPNEGO acceptors which don't NEGO
Use a proxy if its socket location is provided
Hacked-up version of the non-proxy http module