Makefile: mkdir obj should be run in priority

[akien-mga]

I've had an issue when trying to build attract for the first time in a git clone, using make -j3.
It spawned three parallel instructions for mkdir obj, mkdir obj/squirrel and mkdir obj/sqstdlib, and someone the last two were faster and failed because obj hadn't been created yet.

I haven't managed to reproduce it reliably, but to be on the safe side, you should probably either:

• ensure that mkdir obj is run first, and that the rest are only processed once it has succeeded, even when using parallel make
• or simpler, use mkdir -p to have the mkdir -p obj/squirrel succeed even if obj is missing.

[mickelson]

Ok, I've changed the makefile to now use mkdir -p