Inserting a tab with tab completion enabled on win32

[News Sympatico]

I've followed the tab completion example given in the Library Reference 
docs for the rlcompleter module that makes the tab key do name 
completion.  That works but now you need another key stroke to insert an 
actual tab.

I've tried lines like:

readline.parse_and_bind("\C-o: tab-insert")

and they work fine under Linux but on Windows they raise a KeyError.

I'm using the readline package from UNC Python Tools on Python 2.4.

Does anyone know how to fix this or is there even some other way to 
insert an indent (do I have to type spaces?)?