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3.3 and default are currently fetching OpenSSL 1.0.1d for the Windows builds.
It seems OpenSSL 1.0.1d was a kind of "brown paper bag" release, they've released 1.0.1e since (some of test_ssl can fail on 1.0.1d and succeed on 1.0.1e, as experienced on my Linux setup; the Windows buildbots also exhibit similar failures).
Following is their description of the fix:
"Changes between 1.0.1d and 1.0.1e [11 Feb 2013]
 *) Correct fix for CVE-2013-0169. The original didn't work on AES-NI
 supporting platforms or when small records were transferred.
 [Andy Polyakov, Steve Henson]"

The following patch will make use of 1.0.1e version of OpenSSL

New changeset d047928ae3f6 by Georg Brandl in branch '3.3':
Closes #17962: Build with OpenSSL 1.0.1e on Windows.
http://hg.python.org/cpython/rev/d047928ae3f6 

Apparently it lacks the required SVN addition:
The system cannot find the file specified.
svn: E170000: URL 'http://svn.python.org/projects/external/openssl-1.0.1e' doesn't exist

I am not sure how http://www.openssl.org/source/openssl-1.0.1e.tar.gz can be provided to python svn. Doesn't that require svn credentials to check-out/add/check-in?

Yes, someone with SVN write access (Georg?) will have to do it.

I could, but the checked-in 1.0.1d is different from the tarball in some respects, so it's better for Martin to do this.

I would like to take a crack at it. Would it be possible(I mean permission wise)? How can I proceed?

I don't know how much work there is. Perhaps you want to produce a diff between the current "external" 1.0.1d and the upstream version. Otherwise just let Georg or Martin handle it ;)

I don't know what there is to do, so I can give no instructions. It's best to let Martin handle it.

@Antoine and @Georg:
You are right. There is nothing much to be done. The only difference is those of auto-generated files like Makefile and other config files created after running ./config script. 
This just needs a simple add/commit from the openssl site. It seems there is nothing else AFAICS

I have now updated the code.
Yogesh: It is somewhat more that just committing the source; the assembler files need to be generated. The objective is to not require Perl on the build machines.