Actually when you remember the ancient history of Windows and MS/DOS you will see why. That filename, and a lot of others (as noted by Fredrik) are legacies of that time. They were special filenames (think "/dev/null") that related to specific devices.
Gives us a good example of one of the little "gotchas" involved in cross platform development. Rob -- http://mail.python.org/mailman/listinfo/python-list