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I was bitten by the same problem. My workaround (in a
Tkinter application) is given below.
Would it make sense to modify poll() to simply add the union
of r and w to e, and call handle_error() for any fd in e?
Workaround:
 try:
 self.connect(send_addr)
 except socket.error:
 self.handle_error()
 if sys.platform == 'win32':
 # Win98 select() doesn't seem to report errors for a
 # non-blocking connect().
 self.__connected = 0
 self.__frame.after(2000, self.__win_connect_poll)
...
 if sys.platform == 'win32':
 def __win_connect_poll (self):
 if self.__connected:
 return
 e = self.socket.getsockopt(socket.SOL_SOCKET,
 socket.SO_ERROR)
 if e in (0, errno.EINPROGRESS, 
errno.WSAEINPROGRESS):
 self.__frame.after(2000, self.__win_connect_poll)
 else:
 try:
 str = socket.errorTab[e]
 except KeyError:
 str = os.strerror(e)
 try:
 raise socket.error(e, str)
 except socket.error:
 self.handle_error()