Updated compatibility notes.

README.txt

@@ -26,6 +26,14 @@ Compatibility
 
 ZODB 3.9 requires Python 2.4.2 or later.
 
+Note --
+   When using ZEO and upgrading from Python 2.4, you need to upgrade
+   clients and servers at the same time, or upgrade clients first and
+   then servers.  Clients running Python 2.5 or 2.6 will work with
+   servers running Python 2.4.  Clients running Python 2.4 won't work
+   properly with servers running Python 2.5 or later due to changes in
+   the way Python implements exceptions.
+
 ZODB ZEO clients from ZODB 3.2 on can talk to ZODB 3.9 servers.  ZODB
 ZEO Clients can talk to ZODB 3.8 and 3.9 ZEO servers.