diff --git a/docs/index.rst b/docs/index.rst
index 7c93695c3eef34a814fe5abc5c8cce4721f0069e..3ab63ceb8887b460a4a7534c8ba236c6f3dac568 100644
--- a/docs/index.rst
+++ b/docs/index.rst
@@ -31,8 +31,8 @@ Do it via
 
 All dependencies will be installed automatically.
 
-Mandatory reading
-=================
+Mandatory reading and limitations
+=================================
 
 Take a look at example_ on how to multi-build your Cython extensions.
 
@@ -41,6 +41,17 @@ Take a look at example_ on how to multi-build your Cython extensions.
 Don't place modules compiled that way in root .py file's top level imports.
 Wrap them in a layer of indirection instead!
 
+So if your module is called :code:`example`, make a :code:`start_example/__main__.py` with
+the following code:
+
+.. code-block:: python
+
+    if __name__ == '__main__':
+        from example import run
+        run()
+
+Or however you do start your application.
+
 This applies to unit tests as well!
 
 When something goes wrong (eg. the application throws an unhandled exception)