Merge pull request #41 from aurhat/wiosna

Fix of the bug, which causes crash on Windows because of missing "history" file.
Fix of  non-working "Watch other demo" after watching demo with arena mode.
This is fix of https://github.com/assaultcube/AC/issues/19 bug.
Currently, when player spawns in arena mode, all menus disappear, in order to force him to play and not being idle.
That causes problem, that  "Play demo" menu disappears, when you watch demo with arena mode, and choose "Watch other demo".
It happens so, because after chosing "Watch other demo" player spawns on empty map, what causes vanishing of  "Play demo menu".
The commit causes, that menus are automatically closed exclusively then, when player is connected to server, because only then this feature is desired.