This is especially important for devices that have a Thunderbolt interface. On many new laptops, the Thunderbolt port is also used to connect to a secondary display. This means that by connecting the capture device, you will *not* be able to output to a secondary display! Even devices that create a secondary output when connected will not work with Resolume, because at this time they do not support OpenGL rendering.
Note that sending an output *to* a capture device via a normal video connection (digital or analog) works fine, as long as your device is able to recognize the computer as a valid input source. This sticky only refers to using the capture card directly as an output device.