We use the MKDIR_P variable that only Autoconf 2.60 and
later supports, but we were only requiring Autoconf 2.59
or later. This fixes the problem.
Also, we were not explicitly invoking AC_PROG_MKDIR_P from
configure.ac, even though we were using $(MKDIR_P). Some
other macro must have been internally invoking
AC_PROG_MKDIR_P, but it's not good to depend on that, so
this commit adds an explicit call to it.