Replaced python-zmq with libzmq3-dev for ubuntu install.

This should presumably fix issues #1049 and #1050 
One problem: 

   Warning: Detected ZMQ version: 4.0.4, but pyzmq targets ZMQ 4.0.5.
   Warning: libzmq features and fixes introduced after 4.0.4 will be unavailable.

But ubuntu does not offer a newer version of ZMQ, as far as I can tell, and the current python-zmq thing tries to build it's own zmq instance which, according to the issues mentioned above, is causing problems. I don't think that the warnings should be a problem, but I don't know if anyone has implemented features in 4.0.5 that aren't in 4.0.4. Kind of doubt it, but it's important to mention anyway. A few errors are currently thrown using python-zmq because there's no system zmq, as is, which this should fix though. I think. I tested this like 2 weeks ago and it worked on a fresh xubuntu VM.