The current mechanism for urllib and urllib2 on OS X to retrieve network proxy information is to call _scproxy.c to query the OS X SystemConfiguration Framework.  _scproxy.c uses a schema key, kSCPropNetProxiesExcludeSimpleHostnames, that was introduced in OS X 10.4.  Building on 10.3 results in a compile error.  Current python.org OS X installers are built using the 10.4u SDK with a deployment target of 10.3 to allow running on OS X 10.3.9.  When such pythons are installed on 10.3, attempts to use proxy support, such as is tested in test_urllib2, result in a crash:

Exception:  EXC_BAD_ACCESS (0x0001)
Codes:      KERN_PROTECTION_FAILURE (0x0002) at 0x00000000

Thread 0 Crashed:
0   _scproxy.so       	0x000a77ac get_proxy_settings + 0x6c

Whether this is worth fixing is debatable, considering that 10.3 has not been supported by Apple for many years and that the use of network proxy  servers has likely been declining.  At a minimum, it would be better for it to fail without a crash but perhaps a README item would suffice.