Avoid double-backslash in windows tempdir path
See patch from Gisle Vanem at https://lists.torproject.org/pipermail/tor-dev/2014-June/006943.html
I would like to take this in 0.2.6, tweaking the code to act correctly if for some reason GetTempDirA doesn't do what it's specified to do, or in case some weird version of windows says that the tempdir is \ or something.