Document secure cookie problems

After tearing my hair out, just thought I'd save others some hair.
There is no explicit error about this which is unfortunate.
Merge pull request #8 from kumar303/secure-docs

Document secure cookie problems
Fix ImportError with Django 1.5.3

PickleSerializer was moved in https://github.com/django/django/commit/616a4d385a79d6809b618dcc8bcbda05b032d5fc
ChangeLog entry for previous commit
1.1.1