Close the directory that was opened for reading on the server.
A value of zero is returned if the operation was successful,
otherwise a non-zero error code is returned which indicates the cause
of the failure.
The CloseDirectory method closes the directory that was
opened on the server using the OpenDirectory method. This
method must be called once all of the files have been read from the
server, otherwise an error will be returned on all subsequent
attempts to transfer files or read other directories.