[PATCH] Warn about data-directory when failing to import Python "gdb" module

[Joel Brobecker]

> If you are running GDB from the build directory, please run gdb with
> the -data-directory flag set as appropriate, e.g., "builddir/gdb
> -data-directory builddir/data-directory".

I expect that the majority of users will *not* be running GDB out
of the build directory. If they encounter the same issue with a
poorly installed GDB (Eg: They copied the GDB binary from one location
to another without copying the remaining support files), the error
message is not going to help them.

I think that people who do run GDB from the build directory (a power
user setup) should be sufficiently knowledgeable, and we should try
to tailor the hints towards regular users.

-- 
Joel