Shout more loudly if we can't open a log file.

Shout more loudly if we can't open a log file.

A user points out that logging fopen failures to the Event Log is a
bit obscure, and it's possible to proceed for months in the assumption
that your sessions are being correctly logged when in fact the
partition was full or you were aiming them at the wrong directory. Now
we produce output visibly in the PuTTY window.