must be something with your settings ... I remeber once I had truly puzzling problem that manifested itself the same way ... Firefox and cygwin python would work fine but the windows python would raise errors when trying to connect via http ...
... finally I realized that the day before IE was set to use a proxy server ( to capture traffic for testing but the proxy was not on that moment) ... I know little on how Windows works but it was quite a surprise that setting IE to work some way had some unwanted reprecussions somewhere else ... -- http://mail.python.org/mailman/listinfo/python-list