This fixes two small bugs:
 1) the connect variable is already initialised, and the
    assignment to auth_type overwrites the previous setting
    with a wrong value
 2) when all authentication attempts fail, we need to report
    that we couldn't connect
Signed-off-by: NJohannes Berg <johannes@sipsolutions.net>
Signed-off-by: NJohn W. Linville <linville@tuxdriver.com>