doc: Add a note about OpenSSL linking

Signed-off-by: Andreas Schneider <asn@cryptomilk.org>

doc/linking.dox

@@ -27,4 +27,7 @@ the dllimport attribute.
 #include <libssh/libssh.h>
 @endcode
 
+If you're are statically linking with OpenSSL, read the "Linking your
+application" section in the NOTES.<OS> in the OpenSSL source tree!
+
 */