Update ROUTER_BEHAVIOR documentation

Include a note about potential interactions with reactors, and update
reference to old FAIL_UNROUTABLE name.

doc/zmq_setsockopt.txt

@@ -13,7 +13,7 @@ SYNOPSIS
 *int zmq_setsockopt (void '*socket', int 'option_name', const void '*option_value', size_t 'option_len');*
 
 Caution: All options, with the exception of ZMQ_SUBSCRIBE, ZMQ_UNSUBSCRIBE,
-ZMQ_LINGER and ZMQ_FAIL_UNROUTABLE only take effect for subsequent socket 
+ZMQ_LINGER and ZMQ_ROUTER_BEHAVIOR only take effect for subsequent socket 
 bind/connects.
 
 DESCRIPTION
@@ -374,6 +374,10 @@ of `0` is the default when the message is silently discarded, while a value of `
 forces the sending to fail with an 'EAGAIN' error code, effectively enabling sending
 messages in a blocking fashion. 
 
+Note: Setting this socket option may have unpredictable effects on reactor-type 
+libraries that assume EAGAIN will only be sent in HWM-type situations. 
+
+
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 Option value type:: int
 Option value unit:: 0, 1