add note about windows and dlls with CURLOPT_WRITEDATA

docs/examples/ftpgetresp.c

@@ -46,6 +46,8 @@ int main(int argc, char **argv)
     /* Get a file listing from sunet */
     curl_easy_setopt(curl, CURLOPT_URL, "ftp://ftp.sunet.se/");
     curl_easy_setopt(curl, CURLOPT_WRITEDATA, ftpfile);
+    /* If you intend to use this on windows with a libcurl DLL, you must use
+       CURLOPT_WRITEFUNCTION as well */
     curl_easy_setopt(curl, CURLOPT_HEADERFUNCTION, write_response);
     curl_easy_setopt(curl, CURLOPT_WRITEHEADER, respfile);
     res = curl_easy_perform(curl);