title: Zeromq with python hangs if connecting to invalid socket
body: <p>If I connect to an inexistent socket with pyzmq I need to hit CTRL_C to stop the program. Could someone explay why this happens?</p>
  
  <pre><code>import zmq
  
  INVALID_ADDR = 'ipc:///tmp/idontexist.socket'
  
  context = zmq.Context()
  socket = context.socket(zmq.REQ)
  
  socket.connect(INVALID_ADDR)
  socket.send('hello')
  
  poller = zmq.Poller()
  poller.register(socket, zmq.POLLIN)
  conn = dict(poller.poll(1000))
  if conn:
      if conn.get(socket) == zmq.POLLIN:
          print "got result: ", socket.recv(zmq.NOBLOCK)
  else:
      print 'got no result'
  </code></pre>