Return safely allocated error messages from AMQ_Connection.

This leaks memory; apparently it has been an unsafe practice all
along. But support for ActiveMQ will be discontinued anyway.

src/mq/activemq/amq_connection.cpp

@@ -34,7 +34,8 @@
 
 #define CATCHALL                                \
 catch (CMSException& cex) {                     \
-    return cex.what();          \
+    string *msg = new string(cex.getMessage()); \
+    return msg->c_str();                        \
  }                                              \
 catch (Throwable& th) {                         \
     return th.what();                           \