Each Upnp*Async() call passes a new cookie pointer, and the cookie
passed to UpnpRegisterClient() appears to be ignored.  Using this
interface is a more elegant approach than having one single "handler"
function.

There will only be very few items, and that does not justify the bloat
of std::map.

Move code to method Start() and add Error& parameters to several
methods.

Forward the Error to the caller.

Reduce bloat.

Memory leak.

Bloat.

Must not perform blocking I/O while holding a mutex.

Remove the ContentDirectoryDescriptor right away.  Reduces bloat.

Eliminate global variables.

Prepare to refactor some code.

Delete the object when closing the database.