Added note about issue in Windows

doc/install.txt

@@ -726,7 +726,7 @@ Currently, due to memory fragmentation issue in Windows, the
 test-suite breaks at some point when using ``nosetests``, with many error
 messages looking
 like: ``DLL load failed: Not enough storage is available to process this
-command``. As a result, you should instead run
+command``. As a workaround, you can instead run:
 
     .. code-block:: bash
 
@@ -736,6 +736,13 @@ This will run tests in batches of 100, which should avoid memory errors.
 Note that this script calls ``nosetests``, which may require being run from
 within a MinGW shell if you installed Nose manually as described above.
 
+.. note::
+
+    The above workaround to run tests with the ``run_tests_in_batch.py`` script
+    is currently imperfect: some tests are not properly collected by nosetests
+    in this mode. This may result in some weird test failures starting with
+    ``ERROR: Failure: OSError``. We do not yet have a fix for this problem.
+
 Editing code in Visual Studio
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