Fix the tests on Windows, by writing the test data file in binary
mode.

XXX I'm not convinced that this is the right solution -- arguably,
on Windows, the _fileobject class should honor the mode argument
and do newline translation.  But it's never done that so I think
there's no urgent need to fix this today.
diff --git a/Lib/test/test_urllib.py b/Lib/test/test_urllib.py
index 6725289..7d557a1 100644
--- a/Lib/test/test_urllib.py
+++ b/Lib/test/test_urllib.py
@@ -24,7 +24,7 @@
     def setUp(self):
         """Setup of a temp file to use for testing"""
         self.text = "test_urllib: %s\n" % self.__class__.__name__
-        FILE = file(test_support.TESTFN, 'w')
+        FILE = file(test_support.TESTFN, 'wb')
         try:
             FILE.write(self.text)
         finally: