That's annoying... Even more annoying when I think it's easier to do in Java ;-)
This is important and I'm concerned that so many advocates of Python (and Ruby and PHP) try to talk this huge issue away. I do use and love Python myself and I'd like to do more with it, so this is not pointless language war fighting.
Inside the kernel, your "threads" and "processes" are both represented by the task_struct data structure. So, on Linux, threads and processes are the same thing in different flavors.
I brought this up since the parent said "starting OS processes when all you wanted were threads is somewhat ugly." My point is that on Linux, starting a "process" and starting a "thread" is fundamentally the same action and have the same cost.
If you ever need to reason about scheduling in the Linux kernel, then you need to understand this concept. In the eyes of the scheduler, they're all the same.
I am not familiar with current (less than 10 year-old) processor architectures, but, back when I was familiar with that stuff, switching context between threads of the same process was a lot less costly than switching between different processes because the memory context is the same and set-up and tear-down was a somewhat costly operation. As processors start getting more cores, it also allows schedulers to keep threads of the same process to the same cores, reducing context-switch overhead (or to power-down less used cores to conserve energy).
If I had a very good threading/multi-core support, I would probably go with Solaris on a 64-thread T2 SPARC thingie, not Linux on 6-thread x86. And that's a good reason for Sun to invest some money on helping convince Guido the GIL is bad and will become worse with time. Because Intel will probably catch up.