Add ZeroMQ instructions.

System-configuration.md

@@ -17,6 +17,14 @@ deb-src http://ftp.cz.debian.org/debian/ testing contrib non-free
 $ sudo apt-get -t testing install gcc
 ```
 
+**Install ZeroMQ** in version at least 4.0
+- For Debian, run
+```
+$ sudo apt-get install libzmq3-dev
+```
+- For Red Hat, probably install [this](http://cbs.centos.org/koji/buildinfo?buildID=4716).
+
+
 ## Worker
 Worker requirements are written in this section. Some parts of this guide may be different for each type of worker, for example Compiler principles worker is not fully covered here.