added comment about CURLOPT_WRITEDATA for directing contents somewhere

docs/examples/sepheaders.c

@@ -63,6 +63,10 @@ int main(int argc, char **argv)
   /* we want the headers to this file handle */
   curl_easy_setopt(curl_handle,   CURLOPT_WRITEHEADER ,headerfile);
 
+  /*
+   * Notice here that if you want the actual data sent anywhere else but
+   * stdout, you should consider using the CURLOPT_WRITEDATA option.  */
+
   /* get it! */
   curl_easy_perform(curl_handle);