Fetch modules only work if `version_select` is configured

[onyxfish]

In order to make a new data loader I had to add this to my YAML config:

- id_name: version_select
  type: custom
  name: Update

This should be in the docs.

[onyxfish]

Related to this, it's also unclear to me what the loads_data: true flag actually does. I was expecting that to enable the versioning, but it doesn't seem to.

[adamhooper]

We are currently working on removing this wart. We're re-evaluating what "versions" actually are (they shouldn't be params); and we plan to eventually nix all "custom" params.

[jstray]

Meanwhile, I've added the version_select bit to the docs.