try...except...finally problem in Python 2.5

[redawgts]

I keep getting this error "local variable 'f' referenced before
assignment" in the finally block when I run the following code.

        try:
            f = file(self.filename, 'rb')
            f.seek(DATA_OFFSET)
            self.__data = f.read(DATA_SIZE)
            self.isDataLoaded = True
        except:
            self.isDataLoaded = False
        finally:
            f.close()

Can someone tell me what's wrong with the code? Am I doing something
wrong? I'm somewhat new to python but this makes sense to me.