Improve setup instruction for Open DeepResearch

examples/open_deep_research/README.md

@@ -6,6 +6,8 @@ Read more about this implementation's goal and methods [in our blog post](https:
 
 This agent achieves 55% pass@1 on GAIA validation set, vs 67% for Deep Research.
 
+## Setup
+
 To install it, first run
 ```bash
 pip install -r requirements.txt
@@ -16,6 +18,15 @@ And install smolagents dev version
 pip install -e ../../.[dev]
 ```
 
+Depending on the model you want to use, you may need to set environment variables.
+For example, to use the default `o1` model, you need to set the `OPENAI_API_KEY` environment variable.
+You can get one by signing up at https://platform.openai.com/signup.
+
+> [!WARNING]
+> The use of the default `o1` model is restricted to tier-3 access: https://help.openai.com/en/articles/10362446-api-access-to-o1-and-o3-mini
+
+## Usage
+
 Then you're good to go! Run the run.py script, as in:
 ```bash
 python run.py --model-id "o1" "Your question here!"