"make pdf".  Open lib.pdf in acrobat reader, or another
pdf viewer with the "bookmarks" feature.  Open the
"Python Language Services" item.  Section 18.8 (in CVS)
will read "pyprotect unhbox voidb@x kern 0.6emvbox
{hrule width.55em}compile --- Compile Python source files"

It should read simply "py_compile --- Compile Python
source files"---If you visit that section, that's the
title shown.

I only know enough LaTeX to get myself hurt, but it
looks like "_" was converted into a special sequence,
and the step that produces the index used the expanded
version.

It's a fix that would feel icky, but if this sequence
"protect ....55em}" was the same everywhere, simply
replacing that string with "_" when generating the
index would probably get the right results.

I first noticed this problem in dist.pdf where many of
the module names contained underscores.

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This also affects older versions of the documentation, for
instance the entries for __builtin__, __main__ and
__future__ in Python-letter-2.3.4.zip

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a patch has been submitted for this bug (#1009373)

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Checked in patch as:
 * Doc/texinputs/python.sty 1.110
 * Misc/NEWS 1.1108