* Documented the logging, requested in #1297
* Added build directory and *.egg to .gitignore
* Added sphinx as setup requirement in order to be able to build documentation with `pyhton setup.py build_sphinx`

modified:   .gitignore
modified:   docs/api.rst
modified:   setup.py
Updated documentation indicating that logging is done via requests.packages.urllib3 instead of requests.
modified:   docs/api.rst
Merge pull request #1302 from ssbarnea/master

Documents the actual logging methods #1297