pickle is giving me an error while I'm trying to
serialize a dictionary.
Here is the dictionary:
>>> a
{' ': (0, 2), '(': (858, 10), ',': (480, 9), '0': (327,
9), '4': (1393, 11), '8': (1396, 11), '@': (3496, 13),
'D': (212, 8), 'H': (1749, 12), 'L': (328, 9), 'P':
(344, 9), 'T': (215, 8), 'X': (4041, 12), '\\': (859,
10), 'd': (16, 5), 'h': (61, 6), 'l': (17, 5), 'p':
(19, 6), 't': (5, 4), 'x': (83, 7), '#': (2632, 12),
"'": (330, 9), '+': (2633, 12), '/': (160, 8), '3':
(697, 10), '7': (2796, 12), '?': (2634, 12), 'C': (175,
8), 'G': (659, 10), 'K': (5571, 13), 'O': (173, 8),
'S': (241, 8), 'W': (662, 10), '[': (144, 9), 'c': (8,
5), 'g': (127, 7), 'k': (161, 8), 'o': (9, 4), 's':
(22, 5), 'w': (104, 7), '\n': (14, 5), '"': (162, 8),
'.': (26, 6), '2': (219, 9), '6': (1399, 11), ':':
(253, 8), 'B': (108, 8), 'F': (426, 9), 'J': (3497,
13), 'N': (146, 9), 'R': (326, 9), 'V': (875, 11), 'Z':
(8080, 13), 'b': (105, 7), 'f': (42, 6), '\xe9': (5570,
13), 'j': (8081, 13), 'n': (27, 5), 'r': (23, 5), 'v':
(37, 7), 'z': (663, 10), '~': (2635, 12), '\t': (2021,
11), '!': (1397, 11), '%': (2784, 12), ')': (1008, 10),
'-': (55, 7), '1': (1009, 10), '5': (4046, 12), '9':
(2797, 12), '=': (15, 5), 'A': (428, 9), 'E': (147, 9),
'I': (481, 9), 'M': (427, 9), 'Q': (436, 10), 'U':
(345, 9), 'Y': (2022, 11), ']': (145, 9), 'a': (29, 5),
'e': (12, 4), 'i': (28, 5), 'm': (62, 6), 'q': (4047,
12), 'u': (12, 5), 'y': (121, 7)}
Here is the series of commands I issue, resulting in an
error:

>>> afile = open("afile", "wb")
>>> p=pickle.Pickler(afile)
>>> p.save(a)
>>> afile.close()
>>> afile = open("afile", "rb")
>>> p=pickle.Unpickler(afile)
>>> a2 = p.load()
Traceback (most recent call last):
  File "<pyshell#69>", line 1, in ?
    a2 = p.load()
  File "H:\Python24\lib\pickle.py", line 872, in load
    dispatch[key](self)
  File "H:\Python24\lib\pickle.py", line 894, in load_eof
    raise EOFError
EOFError

Am I doing something wrong or is this pickle's fault?

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NOTE: doing this using cPickle works without a problem. Also
note that the file is 2KB smaller under cPickle. If they are
supposed to be using the same stream, I think that is a
problem (the same protocol argument was used for both)

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I'm confused by why you're using the Pickler.save() method.  
That's an internal method, not even documented.  If you use 
the documented Pickler.dump() method instead, this should 
work fine with pickle.py.

There's no guarantee about the size or content of pickle 
strings, BTW, and cPickle does play tricks not available to 
pickle.py.

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Oh, silly me. I should've noticed something was strange when
cPickle didn't have a save method. I don't know, I must've
stumbled into it and thought it was the right one. Thanks
for your help.

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No problem -- thanks for the followup!  I'll close this now.

If you ever want to subclass Pickler, then studying the 
source for save() may be helpful.  Otherwise it's best avoided.