Fix multiple compilation errors and memory leaks.

- Rename malloc_message() because it was causing a compilation error on
  FreeBSD.
- Use correct type as a return from gzdopen().
- Memory allocation, header file includes, etc.

src/misc.c

@@ -139,7 +139,7 @@ char * parse_return_path(char *rpath)
 }
 /* }}} */
 
-void * malloc_message (void)
+void * allocate_message (void)
 {
   message_t *message;