Add note about needing boost-python

README.md

@@ -37,7 +37,7 @@ or type
 python setup.py install --yes USE_AVX_INSTRUCTIONS
 ```
 
-if you have a CPU that supports AVX instructions, since this makes some things run faster.
+if you have a CPU that supports AVX instructions, since this makes some things run faster.  Note that you need to have boost-python installed to compile the Python API.