HNews "ask section" page scraping Python script
This is how I would modify your script. Comments are inline. This version is PEP8-PyLint-PyFlakes approved. ;-)

#!/usr/bin/python

'''This script gets the headlines from hacker news ask section'''

import urllib2
import HTMLParser
# remove unused imports


class HNParser(HTMLParser.HTMLParser):

    # use class-level attribute instead of "magic" strings.
    tag_name = 'a'

    def __init__(self):
        HTMLParser.HTMLParser.__init__(self)
        self.data = []
        self.recording = 0

    def handle_starttag(self, tag, attribute):

        if tag != self.tag_name:
            return

        # clearer implicit loop, with no "break"
        if not any(name == 'href' and value.startswith('item')
                for name, value in attribute):
            return

        # no need to check if self.recording == 0, because in that case setting
        # self.recording = 1 is equivalent to incrementing self.recording!
        self.recording += 1

    def handle_endtag(self, tag):
        if tag == self.tag_name and self.recording:
            self.recording -= 1

    def handle_data(self, data):
        if self.recording:
            self.data.append(data)


def main():
    HOST = 'http://news.ycombinator.com/ask'
    parser = HNParser()
    f = urllib2.urlopen(HOST)
    rawHTML = f.read()
    parser.feed(rawHTML)
    try:
        # use fancy list indexing and omit last "Feature Request" link
        for item in parser.data[:-1:2]:
            print item
    finally:
        # close the parser even if exception is raised
        parser.close()


if __name__ == '__main__':
    main()