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I always get a subprocess error when using embedded Python 2.6.2:
File "/usr/lib/python2.6/subprocess.py", line 1123, in wait: pid,
sts = os.waitpid(self.pid, 0): OSError: [Errno 10] No child processes
Sample library and main files attached.

The content of exim_local_scan2.py would be useful as well.

The test doesn't fail when run directly from ./main, but it fails when
run from exim4 mail server. 
exim will dlopen() mylib and run local_scan().
Besides using Popen, I haven't had any problems.

your program works for me.
How did you compile the files? I used the following commands:
$ gcc -fPIC -I/usr/local/include/python2.6/ mylib.c -L /usr/local/lib
-lpython2.6 --shared -o mylib.so
$ gcc main.c -ldl 
$ ./a.out
test
(after removing all references to exim4, which is not really used)

Thanks for testing, it works when running ./main, but not when run
through exim.

I didn't find anything unusual about how exim uses dlopen, but if you
want to see the code, it's here:
http://pastebin.com/m52398b30
Line 166 is the actual call.
Again, no problems except with Python's Popen().

Could this be a permissions issue? I have no idea how permissions would
effect it, though...
root@yonas-laptop:/usr/lib/exim4/local_scan# ls -la /usr/sbin/exim4
-rwsr-xr-x 1 root root 824440 2009年02月11日 08:53 /usr/sbin/exim4

os.system() works:
os.system("echo `date` >> /tmp/myfile")
root@yonas-laptop:/usr/lib/exim4/local_scan# cat /tmp/myfile 
Wed May 27 16:04:54 EDT 2009
Wed May 27 16:04:54 EDT 2009

Here's another test, taken from the docs:
http://docs.python.org/library/subprocess.html#subprocess-replacements:
This is slightly better than Popen because the program executes and
shows output, but worse than os.system(), because it still shows the error:
--------------------------
try:
 retcode = call("echo" + " \"hello world\"", shell=True)
 if retcode < 0:
 print >>sys.stderr, "Child was terminated by signal",
-retcode
 print >>sys.stderr, "Child was terminated by signal",
-retcode
 else:
 print >>sys.stderr, "Child returned", retcode
 except OSError, e:
 print >>sys.stderr, "Execution failed:", e
-----------------
hello world
Execution failed: [Errno 10] No child processes

Another duplicate of #1731717