 set a breakpoint in the
      Python interpreter, rather than using ^C to break execution. A
      good place to set this breakpoint is PyOS_Readline, which will
      stop execution immediately before reading each interactive
      Python command. You have to let Python start once under the
      debugger, so that it loads its own DLL, before you can set the
      breakpoint:</p>

<p>
<pre>
$ gdb python
GNU gdb 2003-09-02-cvs (cygwin-special)
[...]

(gdb) run
Starting program: /cygdrive/c/Python22/python.