fixed concurrency bug with a very quickly disconnecting client -
    the client could disconnect and delete thd before pthread_create 
    could write to &thd->real_id 
sql/sql_list.h
    while tracking down the bug, made new/delete go through my_malloc/my_free
    for ilink - did not help, but this is better anyway - cleaner exit with a message in
    out of memory codition at least.