Fix-ups for Win32...

Import SDL_GetError() for debugging purposes.
Don't link with SDL.lib even if USE_SDL is defined (run-time linking baby!)
Rename dl to sdl_dll.
If SDL_Init() fails, it may very well be due to a mouse not being connected.
In this case, the only way to fix it up is to set the SDL_VIDEOMODE env
variable to windib and re-run the process.  Do this only if SDL_VIDEOMODE
is not set.

An example of having no mouse but wanting mouse support is for a headless
system you access via VNC.

This is a nasty hack, and it's all the SDL developers fault.