The instructions in the 3rdparty/README file might be a bit confusing for beginners since they address the three main OS (Windows, OSX and Windows) simultaneously. The goal of this patch is to split it according to each OS. I also slightly improved the Markdown format.
I must say I understand why it was written that way: there are a lot of redundancies in the new version. Therefore, I'm not quite sure if the new README file is better this way. Any comments about improving it are welcome!