[MRG] big fat warning about multithreaded BLAS

#3288 is yet another case where someone sees Python crash, apparently because `multiprocessing` and BLAS (here Apple's Accelerate) don't like each other. I've decided to document the situation better and put a link in the README.

I wasn't aware of a better way to link to the docs from the README, so I just put in the full URL.

Also changed the description of non-BLAS-using parts: `LinearSVC` and `LogisticRegression` actually do use it since bb5f643d0cc9c9e197bed1b082a913f333d419dc (and their `predict` method has used `np.dot` for quite a while).