Merge pull request dmlc#18 from SiNZeRo/master

Thanks! This is very helpful! I noticed that only change of Makefile is needed. 
BTW I am working on a refactored version of mshadow and it is comming soon. 

https://github.com/tqchen/mshadow/tree/refactor

It would be great if you like to try it out latter

Update README.md