Include bzip2 code to ease building for W32.

* bzlib/: Include bzip2 code.
* configure.ac [W32]: Force use of included bzip2 code.
* scripts/autogen.sh <--build-w32>: Do not pass --with-bzip option.
* Makefile.am (SUBDIRS): Add bzip.  Use it only under W32.

In the past it happened that we forgot to build against bzip2 which is
a standard feature these days. Having the source included makes sure
that we will always build with bzip2 support.