* librelay.c (sigproc): Reestablish signal handler so
impatient people don't hit ^C twice and terminate the
program before it saves the data and removes the module.
Also print a message to stderr that it is exiting.
(stp_main_loop): Write OOB data (warnings, errors, etc)
to stderr instead of stdout.
* librelay.h: Write debug info to stderr.
* Makefile: add librelay.h to dependencies.