perf probe: Fix some error exit paths

That could leave filedescriptors open and leak memory. Also stop using
xmalloc, use malloc and handle results just like other error cases in
the same routine that used it.

Cc: Frédéric Weisbecker <fweisbec@gmail.com>
Cc: Masami Hiramatsu <mhiramat@redhat.com>
Cc: Mike Galbraith <efault@gmx.de>
Cc: Paul Mackerras <paulus@samba.org>
Cc: Peter Zijlstra <a.p.zijlstra@chello.nl>
Cc: Tom Zanussi <tzanussi@gmail.com>
LKML-Reference: <new-submission>
Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>