[Openib-windows] a documentation lack

[Leonid Keller]

Hi Fab, 
We've come across a bug in a user application, which made an ib_query
request, but didn't return the mad by ib_put_mad, which in turn caused a
stuck on ib_close_al.
The source of the problem is IMO in that, that this requirement was not
stated in the description of ib_query.
If you agree with me, please, add the necessary explanations to ib_query
and all other functions, which require additional actions, while being
used.
TIA
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