[krbdev.mit.edu #5859] Build of windows/identity fails in clean directory

[Kevin Koch via RT]

I'm not sure.  

The same problem happens later on when MODULE is set to plugins\common 
and the mkdirs: action in Makefile.w32 does a mkdir of $(OBJDIR)
\$(MODULE).  ...\plugins doesn't exist so mkdir of ...\plugins\common 
fails.