Spelling fixes supplied by Rob W. W. Hooft. All these are fixes in either
comments, docstrings or error messages. I fixed two minor things in
test_winreg.py ("didn't" -> "Didn't" and "Didnt" -> "Didn't").

There is a minor style issue involved: Guido seems to have preferred English
grammar (behaviour, honour) in a couple places. This patch changes that to
American, which is the more prominent style in the source. I prefer English
myself, so if English is preferred, I'd be happy to supply a patch myself ;)
diff --git a/Lib/urllib2.py b/Lib/urllib2.py
index c4e5348..86fdc20 100644
--- a/Lib/urllib2.py
+++ b/Lib/urllib2.py
@@ -456,7 +456,7 @@
     http_error_301 = http_error_302
 
     inf_msg = "The HTTP server returned a redirect error that would" \
-              "lead to an inifinte loop.\n" \
+              "lead to an infinite loop.\n" \
               "The last 302 error message was:\n"
 
 class ProxyHandler(BaseHandler):