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If a warning is emitted then a filter with the "always" rule is added
then the is emitted again, it will not be shown the second time:
 exarkun@charm:~$ python
 Python 2.5.2 (r252:60911, Jul 31 2008, 17:28:52) 
 [GCC 4.2.3 (Ubuntu 4.2.3-2ubuntu7)] on linux2
 Type "help", "copyright", "credits" or "license" for more information.
 >>> import warnings
 >>> def f():
 ... warnings.warn("foo")
 ... 
 >>> f()
 /home/exarkun/.pythonstartup.py:2: UserWarning: foo
 >>> warnings.simplefilter("always")
 >>> f()
 >>> 
The "always" filter is documented as "always print matching warnings"
which is contrary to this behavior. Also, the string "always" strongly
implies that it will be shown the second time.