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I'm +0.5 or more this going in to 2.5 final.  However, I'd
really like to see a test for this. Also, the patch should
be updated to HEAD.  It doesn't look like it will apply
cleanly as there were many changes to socketmodule.c.

As for a test, I think if you try to connect to a
non-existant host and send a signal from another thread, I
think that can trigger the bug.

Anthony, let me know your thoughts.