Linux specific changes

Added ending quote to a string that had only a starting quote.

Moved -ldl to after the source, per http://stackoverflow.com/questions/956640/linux-c-error-undefined-reference-to-dlopen

Added COMPILING.md with linux specific instructions (link i686-pc-linux-gnu-g++ and g++ if not cross compiling)

And after these changes it actually compiled on linux :D