CPJSONPConnection documentation note

Foundation/CPJSONPConnection.j

@@ -24,6 +24,15 @@ import <Foundation/CPObject.j>
 
 CPJSONPConnectionCallbacks = {};
 
+/*
+    Important note: CPJSONPConnection is <strong>only</strong> for JSONP APIs.
+    If aren't sure you <strong>need</strong>
+    <a href="http://ajaxian.com/archives/jsonp-json-with-padding">JSON<strong>P</strong></a>,
+    you most likely don't want to use CPJSONPConnection, but rather the more standard
+    <objj>CPURLConnection</objj>. CPJSONPConnection is designed for cross-domain
+    connections, and if you are making requests to the same domain (as most web
+    applications do), you do not need it.
+*/
 @implementation CPJSONPConnection : CPObject
 {
     CPURLRequest    _request;