DOC: add note on pickle being unsafe to docs and pd.load docstring

Author: y-p

doc/source/basics.rst

@@ -1226,6 +1226,13 @@ There is also a ``save`` function which takes any object as its first argument:
    import os
    os.remove('foo.pickle')
 
+.. warning::
+
+   Loading pickled data received from untrusted sources can be unsafe.
+
+   See: http://docs.python.org/2.7/library/pickle.html
+
+
 Working with package options
 ----------------------------
 

pandas/core/common.py

@@ -1573,6 +1573,9 @@ def load(path):
     Load pickled pandas object (or any other pickled object) from the specified
     file path
 
+    Warning: Loading pickled data received from untrusted sources can be unsafe.
+    See: http://docs.python.org/2.7/library/pickle.html
+
     Parameters
     ----------
     path : string