Added comments about checking return code and the maxfd counter

docs/examples/multi-debugcallback.c

@@ -153,6 +153,10 @@ int main(int argc, char **argv)
     /* get file descriptors from the transfers */
     curl_multi_fdset(multi_handle, &fdread, &fdwrite, &fdexcep, &maxfd);
 
+    /* In a real-world program you OF COURSE check the return code of the
+       function calls, *and* you make sure that maxfd is bigger than -1
+       so that the call to select() below makes sense! */
+
     rc = select(maxfd+1, &fdread, &fdwrite, &fdexcep, &timeout);
 
     switch(rc) {