Fails for me as well (Python 2.6a0, PowerBook G4, 10.4.10, Apple's GCC 4.0.1).  Thomas, can you reproduce with the lines marketdickinson used?

I don't see any directory changing going on:

% python
Python 2.6a0 (trunk:54264M, Mar 10 2007, 15:19:48) 
[GCC 4.0.1 (Apple Computer, Inc. build 5367)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import os
>>> os.getcwd()
'/Users/skip'
>>> from ctypes import CDLL>>> CDLL('/System/Library/Frameworks/GLUT.framework/GLUT').glutWireTetrahedron<_FuncPtr object at 0x106c6c0>
>>> os.getcwd()
'/Users/skip'
>>> import sqlite3
>>> sqlite3.connect(":memory:")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ProgrammingError: library routine called out of sequence
>>> os.getcwd()
'/Users/skip'

Pass it back if you still can't reproduce the problem.  Meanwhile I've subscribed to the pysqlite mailing list and will ask there.

Skip