Added missing license in file COPYING

If I understood the table at http://www.gnu.org/licenses/gpl-faq.html#AllCompatibility then I could not use any other license than GPL-2+ because all library I use (or better I link to) are LGPL-2.1 only or LGPL-2.1+ except for xfconf. xfconf might be GPL-2 only and incompatible to GPL-3 or its LGPL-2.1 only but compatible to GPL-3. xfconf mixes the "short license text" in source code and includes GPL-2 in COPYING. As long as I cannot determine the "real" license I use GPL-2 just in case.

My thoughts are only valid if I understood the table and if linking to other libraries is "I want to use a library" (in context of table).