haxelib setup doesn't fail gracefully on Ubuntu 12.04

In the case that the script (for whatever reason) can't create the directory for `haxelib setup` (which happened in my case -- running in my home directory), it just fails. Thankfully, you can re-run the last few steps manually.

Is there any way to detect and robustly fail? In my case, the work-around was to (it's not safe, I know) `chmod 777` to the haxelib directory.
