title: threading ignores KeyboardInterrupt exception
body: <p>I'm running this simple code:</p>
  
  <pre><code>import threading, time
  
  class reqthread(threading.Thread):    
      def run(self):
          for i in range(0, 10):
              time.sleep(1)
              print('.')
  
  try:
      thread = reqthread()
      thread.start()
  except (KeyboardInterrupt, SystemExit):
      print('\n! Received keyboard interrupt, quitting threads.\n')
  </code></pre>
  
  <p>But when I run it, it prints</p>
  
  <pre class="lang-none prettyprint-override"><code>$ python prova.py
  .
  .
  ^C.
  .
  .
  .
  .
  .
  .
  .
  Exception KeyboardInterrupt in &lt;module 'threading' from '/usr/lib/python2.6/threading.pyc'&gt; ignored
  </code></pre>
  
  <p>In fact python thread ignore my <kbd>Ctrl</kbd>+<kbd>C</kbd> keyboard interrupt and doesn't print <code>Received Keyboard Interrupt</code>. Why? What is wrong with this code?</p>