Issue title: Suggestion: mention delayed effect of socket option setting in HWM discussion
 Issue body: It took me a good while to figure out that I was using the HWM wrong by attempting to set it after binding/connecting. It is mentioned in the libzmq API documentation but not in the docs for the bindings I was using (see zeromq/pyzmq#663 for rectification of that issue). However, the discussion of high water marks and advice about when and how to set them seems like a good place to mention that they should be set pre-bind/pre-connect. I can submit a pull request if that is desirable.

 Comments: 
 Comment 0: Sure, go ahead.
On Apr 11, 2015 8:32 AM, "David Warde-Farley" nhuang@example.org
wrote:

> It took me a good while to figure out that I was using the HWM wrong by
> attempting to set it after binding/connecting. It is mentioned in the
> libzmq API documentation but not in the docs for the bindings I was using
> (see zeromq/pyzmq#663 https://github.com/zeromq/pyzmq/pull/663 for
> rectification of that issue). However, the discussion of high water marks
> and advice about when and how to set them seems like a good place to
> mention that they should be set pre-bind/pre-connect. I can submit a pull
> request if that is desirable.
> 
> —
> Reply to this email directly or view it on GitHub
> https://github.com/imatix/zguide/issues/546.

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