Improve constants.pl.PL error message

[Zsbán Ambrus]

Attached is a patch to the AnyEvent-7.02 distribution.  This changes
constants.pl.PL such that it no longer outputs a confusing error
message when it fails to open its output file for writing.

I met this error because of a fault in my setup, but the error message
was still very confusing.

Ambrus
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