add a note about the requirements of the threads workers under python 2.x

fix #1200

Author: benoitc

docs/source/design.rst

@@ -123,6 +123,9 @@ as the application code will be shared among workers but loaded only in the
 worker processes (unlike when using the preload setting, which loads the code in
 the master process).
 
+.. note:: Under Python 2.x, uou need to install the 'futures' package to use
+this feature.
+
 .. _Greenlets: https://github.com/python-greenlet/greenlet
 .. _Eventlet: http://eventlet.net
 .. _Gevent: http://gevent.org