Error message when attempting to use a result set after the last, in multiple result sets, could/should be made more helpful

[mikebeaton]

The error message shown when attempting to access .NextResultSet (or rather, when using the enumerable which results from calling this), once there are no more result sets, is not very helpful - i.e. it relies on the underlying db classes complaining that things are closed, rather than Mighty trapping this and giving a more reasonable warning that there are no more result sets.