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The following sequence raises an exception, but nonetheless removes all files from the Desktop under Windows Vista.
import os, shutil, user
desktop_dir = os.path.join(user.home, 'Desktop')
os.chdir(desktop_dir)
shutil.rmtree('')
This does not occur under Fedora 12. Not tested on Mac OS X yet.

Tested on Debian 5, also not occurs.

Dan,
Can I have the error you get ?
Thanks

Here's the session printout. Desktop files under Vista still get deleted despite the exception. Does not occur on Fedora 12 or Mac OS X. I can code around it by testing for a blank filepath, but it was a surprise.
C:\Users\ko5>python
Python 2.6.4 (r264:75708, Oct 26 2009, 08:23:19) [MSC v.1500 32 bit (Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import os, shutil, user
>>> desktop_dir = os.path.join(user.home, 'Desktop')
>>> os.chdir(desktop_dir)
>>> os.getcwd()
'C:\\Users\\ko5\\Desktop'
>>> shutil.rmtree('')
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "C:\Python26\lib\shutil.py", line 225, in rmtree
 onerror(os.rmdir, path, sys.exc_info())
 File "C:\Python26\lib\shutil.py", line 223, in rmtree
 os.rmdir(path)
WindowsError: [Error 3] The system cannot find the path specified: ''
>>>

This can't actually work. You can't delete a directory which has open handles to it on Windows, namely the Python process you're running in that directory.
The empty file path isn't really the issue here. shutil.rmtree(os.getcwd()) attempts the same thing but gives you a better error message since a full path gets sent down to os.rmdir rather than "".

Just as an FYI, a similar situation exists on Solaris. I had to fix one of the Python test suite tests once because it was naively trying to rmtree the CWD.