I'd suggest to add a paragraph like this to the release pages:

"""
The Python Windows installers include OpenSSL, which provides cryptographic
services to Python. Please note that downloading or using cryptographic
code may not be legal in your country of residence. It is your responsibility
to make sure you meet all local import and use requirements for cryptographic
code when downloading and using the Python Windows installers.

OpenSSL Notice: This product includes cryptographic software written by Eric Young
(eay@cryptsoft.com). This product includes software written by Tim Hudson (tjh@cryptsoft.com). This
product includes software developed by the OpenSSL Project for use in the OpenSSL Toolkit.
(http://www.openssl.org/)
"""