urlmon/tests: Don't test function directly when reporting GetLastError()

[Marvin]

Hi,

While running your changed tests on Windows, I think I found new failures.
Being a bot and all I'm not very good at pattern recognition, so I might be
wrong, but could you please double-check?
Full results can be found at
http://testbot.winehq.org/JobDetails.pl?Key=7948

Your paranoid android.


=== WVISTAADM (32 bit url) ===
Failure running script in VM: The specified guest user must be logged in interactively to perform this operation