Don't pass a GError** to g_key_file_get_X().  We don't need to dispose
something we didn't request in the first place.

By accident, this declared a global variable instead of adding the
"packed" attribute.

Explicit attribute initialization.

The MPD core takes care for checking the scheme.

[mk: modified to use MultiSocketMonitor instead of SocketMonitor]

Users now have to call Close() explicitly.  This simplifies using the
class, as most users have automatic socket management already, and
Steal() had to be used often.