Warn users to use -the -desktop option together with the native user DLLs.

diff --git a/windows/win.c b/windows/win.c
index 9e219e5..c5d910d 100644
--- a/windows/win.c
+++ b/windows/win.c
@@ -1686,7 +1686,9 @@
  */
 HWND WINAPI GetDesktopWindow(void)
 {
-    return pWndDesktop->hwndSelf;
+    if (pWndDesktop) return pWndDesktop->hwndSelf;
+    ERR_(win)( "You need the -desktop option when running with native USER\n" );
+    ExitProcess(1);
 }