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Don't modify Modules/Setup*, do as the message says and modify setup.py.
 Search for "4, 5", and change that to "4, 6", then run configure and
make and it will build without this message.
I have done this against the py3k trunk and it built properly and did
not display this message, so I think the current message is correct.
As far as the bsddb 4.6 being broken, I spoke to Gregory and Martin and
the story is that it is broken on some platforms, and isn't enabled by
default because doing so breaks our buildbots on those platforms.
I wouldn't expect the problem from F8 version, if nothing else because
it's probably not a stock version, it's likely patched to the issues
that Gregory has seen, if they impact F8.