Add a note about the implication of secure level setting against kldload,

and cross reference security(7).

sbin/kldload/kldload.8

@@ -67,6 +67,11 @@ Be more verbose.
 .It Fl q
 Silence any extraneous warnings.
 .El
+.Sh NOTES
+.Pp
+The kernel security level settings may prevent a module from being
+loaded or unloaded by giving
+.Em "Operation not permitted" .
 .Sh FILES
 .Bl -tag -width /boot/kernel -compact
 .It Pa /boot/kernel
@@ -107,6 +112,7 @@ Modules may also be auto-loaded through their addition to
 .Xr kldload 2 ,
 .Xr loader.conf 5 ,
 .Xr rc.conf 5 ,
+.Xr security 7 ,
 .Xr kldconfig 8 ,
 .Xr kldstat 8 ,
 .Xr kldunload 8