Looks like mention of http://quest.jpl.nasa.gov/zlib/ got added but
not checked in, so i'm doing it.
diff --git a/Modules/Setup.in b/Modules/Setup.in
index 1e6d211..b4c695d 100644
--- a/Modules/Setup.in
+++ b/Modules/Setup.in
@@ -390,7 +390,7 @@
 #fpetest fpetestmodule.c
 
 # Andrew Kuchling's zlib module.
-# This require zlib 1.0.4 (or later).
+# This require zlib 1.0.4 (or later).  See http://quest.jpl.nasa.gov/zlib/
 # See http://www.cdrom.com/pub/infozip/zlib/
 #zlib zlibmodule.c -I$(prefix)/include -L$(exec_prefix)/lib -lz