Add a note about future import needed for with statement.

Doc/tut/tut.tex

@@ -3834,6 +3834,10 @@ even if a problem was encountered while processing the lines. Other
 objects which provide predefined clean-up actions will indicate
 this in their documentation.
 
+\note{Since \keyword{with} is a new language keyword, it must be
+      enabled by executing \code{from __future__ import with_statement}
+      in Python 2.5.  From 2.6 on, it will always be enabled.}
+
 
 \chapter{Classes \label{classes}}