better error diagnostic in SLAVE START


sql/mini_client.cc:
  if we fail to connect, we need to free the inited structure
sql/mysqld.cc:
  added end_slave() for slave cleanup
sql/slave.cc:
  fixed serveral memory leaks
sql/slave.h:
  added end_master_info() for clean up
sql/sql_class.cc:
  not changed
sql/sql_repl.cc:
  initialize master info before creating slave thread in SLAVE START -
  this way we can easily send an error to the client if something is 
  wrong in init_master_info