> Forcing English messages would certainly reduce the problems
And it does not even work: my French Windows XP does not contain the
English error messages :-(

> If we declare that all strings are considered as CP_ACP in the
> exception, then the only way to fix it would be to convert it from
> CP_ACP to CP_OEMCP (or, more generally, sys.stderr.encoding) on
> printing. Such conversion should be implemented in an unfailing way,
> either using replacement characters or falling back to no conversion.

If this is chosen, I propose to use CharToOem as the "unfailing"
conversion function. I will try to come with a patch following this idea.