d3dxof: Fix object leak in error path by calling Release method which does all the work and simplify some inits for better readability.

wined3d: Only take the wined3d mutex during the WM_DISPLAYCHANGE handler in device_process_message().

We can deadlock if we send messages while holding the wined3d mutex and the
message loop is on another thread. Ideally we probably shouldn't send messages
while holding the wined3d mutex at all, but that may be hard to enforce with
the way wined3d locking is currently set up.