If you install ActivePython, you will not have SSL support installed. The socket module from the standard library will not have the ssl() function defined, because the _ssl.pyd dynamic library is missing, at least for Python 2.4. Maybe they've included it in the Python 2.5 kits.
One solution is to install the Python distribution from python.org, but I didn't want to do that because I like the other extras that ActivePython gives me. The other solution is to find the _ssl.pyd file from the Python distribution that matches your version of Python:
- Download the .msi from the python.org download area. If the exact version you need isn't listed, find a close one and edit the URL: there are older versions that aren't advertised on the main page.
- Download lessmsi, a handy tool for opening up .msi files as if they were simple zip files.
- Find the file _ssl.pyd in the .msi file and place it into your Python\DLLs directory.
You now have SSL support!