My error is slightly different:

$ ./python -i -c "from test.test_ssl import *; support.run_unittest(NetworkedTests)"
(...)

======================================================================
FAIL: test_connect_ex_error (test.test_ssl.NetworkedTests)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/home/valhallasw/src/cpython/Lib/test/test_ssl.py", line 1205, in test_connect_ex_error
    s.connect_ex(("svn.python.org", 444)))
AssertionError: 111 != 11

----------------------------------------------------------------------
Ran 15 tests in 33.590s

FAILED (failures=1, skipped=1)
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "/home/valhallasw/src/cpython/Lib/test/support/__init__.py", line 1719, in run_unittest
    _run_suite(suite)
  File "/home/valhallasw/src/cpython/Lib/test/support/__init__.py", line 1694, in _run_suite
    raise TestFailed(err)
test.support.TestFailed: Traceback (most recent call last):
  File "/home/valhallasw/src/cpython/Lib/test/test_ssl.py", line 1205, in test_connect_ex_error
    s.connect_ex(("svn.python.org", 444)))
AssertionError: 111 != 11

>>> errno.errorcode[11]
'EAGAIN'
>>> errno.errorcode[111]
'ECONNREFUSED'

This is on Ubuntu x64 12.04 LTS, under VirtualBox 4.3.4 (r91027), running on Windows 7 Professional (6.1.7601).

OpenSSL versions as returned by test_ssl:

$ ./python -m Lib.test.test_ssl
test_ssl: testing with 'OpenSSL 1.0.1 14 Mar 2012' (1, 0, 1, 0, 15)
          under Linux ('debian', 'wheezy/sid', '')
          HAS_SNI = True
          OP_ALL = 0x800003ff
          OP_NO_TLSv1_1 = 0x10000000