I was on the train for 5 hours today and the TODO is almost empty :)
So, at least four people wanted this feature, then here is a actual
working patch.

We may specify now in udev.conf:

  udev_rules="/etc/udev/"

and udev will scan the whole directory for files ending with *.rules,
sort it in lexical order and create our rule list from all of the files.
A plain given file will still work and the same applies to the *.permissions.

I sort the files in our usual linked list, cause klibc has no scandir().