Closes #751.

Make kernel headers snapshot more user friendly by making it more obvious
that it's about using a local kernel snapshot, and error out with a sensible
error message if the option is enabled but no linux-2.6.tar.bz2 is present
in DL_DIR, rather than trying to fetch it from kernel.org.

Furthermore fix the bug where it tried to use linux-2.6..tar.bz2 instead of
linux-2.6.tar.bz2.

Signed-off-by: Peter Korsgaard <jacmet@sunsite.dk>