As discussed in #gfortran IRC, on Windows opening a directory fails with EACCESS.
(It works under Cygwin - nightstrike was so kind to test this.)

Additionally, '[ -d dir ] || mkdir dir' is also not very portable.

Hence, I use an auxiliary C file calling the POSIX functions and
expect a fail for non-Cygwin windows.

Comments? Suggestions? - If there aren't any, I plan to commit it
as obvious tomorrow.

Tobias
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