Return early if we can't create the module
Abort mod_init without the exception object
Use PyErr and die if we run out of memory
import multiprocessing fix the nose error messages after successful tests

See: https://github.com/nose-devs/nose/issues/629
I used python 2.7.3 to trigger the bug.
Fix MOD_INIT return type for pythn 2 & 3
Reuse RETURN_MOD_INIT for better reading