SF patch #1055159 via Titus Brown: Document redirect limitation.

Bug fix candidate.
diff --git a/Doc/lib/libcgihttp.tex b/Doc/lib/libcgihttp.tex
index 3381c64..df0728e 100644
--- a/Doc/lib/libcgihttp.tex
+++ b/Doc/lib/libcgihttp.tex
@@ -18,6 +18,11 @@
 on Mac OS it will only be able to run Python scripts within the same
 process as itself.}
 
+\note{CGI scripts run by the \class{CGIHTTPRequestHandler} class cannot execute
+redirects (HTTP code 302), because code 200 (script output follows)
+is sent prior to execution of the CGI script.  This pre-empts the status
+code.}
+
 The \module{CGIHTTPServer} module defines the following class:
 
 \begin{classdesc}{CGIHTTPRequestHandler}{request, client_address, server}