Fixes failing load.sql

In my Ubuntu 14.04 installation, I did not manage to run `load.sql` because of MySQL security constraints. A workaround is to add the keyword `local` in `load data infile`. I did add a `load.local.sql` file with this change and explained its use in `README.markdown`.

Hopefully those who fail to use original `load.sql` will benefit from my hack :)