"make all", and then reference them there during the actual tests.  This
makes the handling of these files more parallel to that of regress.so,
and in particular simplifies use of the regression tests outside the
original build tree.  The PGDG and Red Hat RPMs have been doing this via
patches for a very long time.  Inclusion of the change in core was requested
by Jørgen Austvik of Sun, and I can't see any reason not to.

I attempted to fix the MSVC scripts for this too, but they may need
further tweaking ...