This reverts r63675 based on the discussion in this thread:

 http://mail.python.org/pipermail/python-dev/2008-June/079988.html

Python 2.6 should stick with PyString_* in its codebase.  The PyBytes_* names
in the spirit of 3.0 are available via a #define only.  See the email thread.
diff --git a/Modules/threadmodule.c b/Modules/threadmodule.c
index 7b52f72..81bf288 100644
--- a/Modules/threadmodule.c
+++ b/Modules/threadmodule.c
@@ -190,7 +190,7 @@
 	Py_XINCREF(kw);
 	self->kw = kw;
 	self->dict = NULL;	/* making sure */
-	self->key = PyBytes_FromFormat("thread.local.%p", self);
+	self->key = PyString_FromFormat("thread.local.%p", self);
 	if (self->key == NULL) 
 		goto err;