bpo-40275: Adding threading_helper submodule in test.support (GH-20263)

diff --git a/Lib/test/test_bz2.py b/Lib/test/test_bz2.py
index 78b95d8..91ccff2 100644
--- a/Lib/test/test_bz2.py
+++ b/Lib/test/test_bz2.py
@@ -12,6 +12,7 @@
 import shutil
 import subprocess
 import threading
+from test.support import threading_helper
 from test.support import unlink
 import _compression
 import sys
@@ -502,7 +503,7 @@
                 for i in range(5):
                     f.write(data)
             threads = [threading.Thread(target=comp) for i in range(nthreads)]
-            with support.start_threads(threads):
+            with threading_helper.start_threads(threads):
                 pass
 
     def testMixedIterationAndReads(self):