Don't use a fixed temporary name (gdbm).
Don't use our own temp name creation (dbm).
Should be backported to 2.5.
diff --git a/Lib/test/test_gdbm.py b/Lib/test/test_gdbm.py
index e76539a..a689576 100755
--- a/Lib/test/test_gdbm.py
+++ b/Lib/test/test_gdbm.py
@@ -5,9 +5,9 @@
 
 import gdbm
 from gdbm import error
-from test.test_support import verbose, verify, TestFailed
+from test.test_support import verbose, verify, TestFailed, TESTFN
 
-filename= '/tmp/delete_me'
+filename = TESTFN
 
 g = gdbm.open(filename, 'c')
 verify(g.keys() == [])