Add INSTALL document.

diff --git a/INSTALL b/INSTALL
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+
+# Requirements #
+
+ * Python 2.x (only tested with 2.7 so far)
+ * python-distutils-extra (for install)
+ * pyliblzma
+ * python-progressbar
+ * python-xattr
+
+
+# Install instructions #
+
+Run   make install   as the root user and you are done.