Add readme, force Dependencies folder to exist

.gitignore

@@ -1,12 +1,12 @@
+C#/Dependencies/*.lib
+*.dll
+*.zip
+
 ## Ignore Visual Studio temporary files, build results, and
 ## files generated by popular Visual Studio add-ons.
 ##
 ## Get latest from https://github.com/github/gitignore/blob/master/VisualStudio.gitignore
 
-C#/dependencies
-*.dll
-*.zip
-
 # User-specific files
 *.suo
 *.user

C#/Dependencies/Readme.md

@@ -0,0 +1,2 @@
+In order to build, the Interception DLLs need to be placed in this folder .  
+It should contain `x86` and `x64` folders, as extracted from the `library` folder in the interception zip