Linux docs: mention LD_LIBRARY_PATH for custom libvlc location path

docs/linux-setup.md

@@ -13,4 +13,6 @@ For ubuntu:
 3. Install **gtk-sharp** (or monodevelop which uses it)
 
 For ubuntu:
-> `apt-get install gtk-sharp2`
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+> `apt-get install gtk-sharp2`
+
+Should you want to load the libvlc libraries from another location than `/usr/lib`, you'd need to set `LD_LIBRARY_PATH`.
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