Add warnings if ldap_set_option() fails.

Add warnings if ldap_set_option() fails.
Check for ldap_set_option() error using LDAP_OPT_ERROR, not -1.
(probably should check != LDAP_OPT_SUCCESS instead).
Added additional usage errors.
Used return(EXIT_FAILURE) instead of exit(1).
Used DIRSEP instead of '/' && '\\'
Moved verbose output to stderr.