Removed link to dlib/all/source.cpp since it seems to confuse some users.

docs/docs/compile.xml

@@ -65,7 +65,7 @@ tell CMake which one you want it to use via the -G option.
         <p>
            In most cases, to use this library all you have to do is extract it somewhere, make
            sure the folder <i>containing</i> the dlib folder is in your include path, and
-           finally add <a href="dlib/all/source.cpp.html">dlib/all/source.cpp</a> to your
+           finally add dlib/all/source.cpp to your
            project.  It is worth noting that most of dlib is "header-only" which means that, in
            many cases, you don't actually have to build dlib/all/source.cpp into your
            application.  So if you don't get linker errors when you exclude dlib/all/source.cpp