Added note about OR ROLLBACK/ON CONFLICT ROLLBACK.

doc/usage-guide.txt

@@ -730,3 +730,8 @@ If you want *autocommit mode*, then set **isolation_level** to None.
 Otherwise leave it at it's default, which will result in a plain "BEGIN"
 statement, or set it to one of SQLite's supported isolation levels: DEFERRED,
 IMMEDIATE or EXCLUSIVE.
+
+As pysqlite needs to keep track of the transaction state, you should not use
+``OR ROLLBACK`` or ``ON CONFLICT ROLLBACK``. Instead, catch the
+``IntegrityError`` and call the ``rollback`` method of the connection yourself.
+