I may have found the error. The PySSL_Type doesn't support GC but it
should in order to clean up self->Socket. 

I've started to fix it but I don't have time to work on the problem 'til
tonight. The patch causes a seg fault. I may have overlooked or
misunderstood something.

Program received signal SIGSEGV, Segmentation fault.
[Switching to Thread -1210324800 (LWP 31486)]
0x08127d03 in gc_list_remove (node=0x86d1cac) at Modules/gcmodule.c:158
158             node->gc.gc_prev->gc.gc_next = node->gc.gc_next;