When using the timeout option with a socket object 
(python 2.3), I don't have the same behaviour under 
Windows than under Linux / Mac.

Specifically, if trying to connect to an unopened port of 
the localhost, I get a timeout exception on Windows 
(tested under W2K Server), whereas I get a "111 - 
Connection Refused" exception on Linux and "22 - Invalid 
Argument" on Mac (OS X).

Even if the error message under Mac is not really 
appropriate (someone said to me he got the 
right 'Connection Refused' on his MAC), I think that the 
behaviour under Linux and Mac is the right one, in that it
sends (quickly) an error message and not timeouting.

Note that when using blocking socket the behaviour is 
ok under all platforms: they each return back quickly 
a "Connection refused" error message (err codes are 
different depending on the platform (61=Mac,
111=Linux, 10061=Windows)). FYI, I don't use firewall or 
similar prog on my windows box (but that should not 
matter, because it does work in blocking mode, so that 
can't be a firewall problem).

I heard that the timeout option was implemented based 
on Timothy O'Malley timeoutsocket.py. Then, maybe the 
pb can come from the usage of select in the connection 
function: select is not asked to get back exceptions in 
the returned triple, whereas I think some errors can be
returned back through this mean under Windows 
(according to Tip 25 of Jon C. Snader book's "Effective 
TCP/IP Programming"). So, by not checking the returned 
exceptions, we would miss the "connection refused" 
error and get instead the timeout error...