Print warnings if the user tries to run Privoxy as root

Print warnings if the user tries to run Privoxy as root
or if the script is run without root privileges;
only use "--user" if run with root privileges and
don't depend on $USER being set to root. Fixes BR 779781.

Apparently $USER isn't set on all systems,
but it also didn't work if the user only
increased her privileges with su or sudo,
but still had her real uid in $USER.

Thanks to Florian Effenberger for reporting.