Fix some thinkos with pg_receivewal --compression-method

Fix some thinkos with pg_receivewal --compression-method

The option name was incorrect in one of the error messages, and the
short option 'I' was used in the code but we did not intend things to be
this way.  While on it, fix the documentation to refer to a "method",
and not a "level.

Oversights in commit d62bcc8, that I have detected after more review of
the LZ4 patch for pg_receivewal.