Improve documentation to emphasize that XDomain needs to be loaded early

I've integrated XDomain into various apps and watched other devs integrate it too, helping them troubleshoot along the way. I made the mistake when I first did it of putting XDomain too late on the page, and I've seen many devs repeat the mistake and be confused at why they saw CORS errors. There was already a statement in the Downloads section describing the issue, but I didn't put it in context or maybe glossed over it until it was too late. Putting it both in the guide and adding a troubleshooting section.