Socket programming design problem

[David]

After programming with Python for a few hours, I've come up with some code:
http://p.shurl.net/3n.  However, now I've realised there's a bit of a
problem with the original design.

I have a number of questions, if anybody could answer I'd be grateful.

a) Big problem, I can't see how to receive from more than one socket at
once.  I need to do this so that data from the TCP connection can be sent
out on the UDP one and vice versa.  Do I need a thread for each, or is
there some other way I can listen on two sockets at once (maybe
non-blocking ones?)

b) If the script dies prematurely, e.g. I mistyped something and Python
throws an exception, it is caught by the generic handler at the bottom. 
However, the socket does not seem to be cleaned up properly, as if I try to
run it again immediately I get an error that it is still in use.  lsof
doesn't show it in use though, which seems weird.  Is there any particular
reason for this?

Thanks,

David