BZ_NO_COMPRESS support to the bzip2 sources directly (yes, this takes file
off the vendor branch, but looks like bzip2 maintainer doesn't care), so that
it will not be removed when the next upgrade is performed. Also, add a short
note on how to test bzip2 support.
Pointy hat to: obrien
Correct comment (libz -> libbz2) and remove useless full path to zutil.h
while I am here.