Fix #202 - Document Windows dependency on shlwapi.lib
diff --git a/README.md b/README.md
index 0c081ff..5c1f439 100644
--- a/README.md
+++ b/README.md
@@ -9,6 +9,8 @@
 
 IRC channel: https://freenode.net #googlebenchmark
 
+[Known issues for common problems](#known-issues)
+
 ## Example usage
 ### Basic usage
 Define a function that executes the code to be measured.
@@ -567,3 +569,10 @@
 
 Note: Using the library and its headers in C++03 is supported. C++11 is only
 required to build the library.
+
+# Known Issues
+
+### Windows
+
+* Users must manually link `shlwapi.lib`. Failure to do so may result
+in resolved symbols.
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