DOC: mention the maxconn limitations with the select poller

Select()'s safe area is limited to 1024 FDs, and anything higher
than this will report "select: FAILED" on startup in debug mode,
so better document it.
diff --git a/doc/configuration.txt b/doc/configuration.txt
index 6d215eb..610984b 100644
--- a/doc/configuration.txt
+++ b/doc/configuration.txt
@@ -739,7 +739,11 @@
   Sets the maximum per-process number of concurrent connections to <number>. It
   is equivalent to the command-line argument "-n". Proxies will stop accepting
   connections when this limit is reached. The "ulimit-n" parameter is
-  automatically adjusted according to this value. See also "ulimit-n".
+  automatically adjusted according to this value. See also "ulimit-n". Note:
+  the "select" poller cannot reliably use more than 1024 file descriptors on
+  some platforms. If your platform only supports select and reports "select
+  FAILED" on startup, you need to reduce maxconn until it works (slightly
+  below 500 in general).
 
 maxconnrate <number>
   Sets the maximum per-process number of connections per second to <number>.