Verified that AIX 5.2 works fine, it returns an ECONNREFUSED in
all cases.

Some interesting related links though:

Twisted bug# 2022
   http://twistedmatrix.com/trac/ticket/2022

"Non-blocking BSD socket connections" by D.J. Bernstein
   http://cr.yp.to/docs/connect.html

There's also an interesting comment in Apache's APR change
notes for APR 0.9 <http://www.apache.org/dist/apr/CHANGES-APR-0.9>
which seems to indicate that perhaps doing a second connect()
is wrong:

  "*) Non-blocking connects shouldn't be calling connect a second
      time.  According to Single Unix, a non-blocking connect has
      succeeded when the select pops successfully.  It has failed
      if the select failed.  The second connect was causing 502's
      in the httpd-proxy.  [John Barbee barbee@veribox.net]"

If the APR comment is correct, then perhaps this is a Python
bug after all??