In Pyrex-0.9.1/Pyrex/Distutils/build_ext.py
changing
  def pyrex_compile(self, source):
    result = Pyrex.Compiler.Main.compile(source, c_only=1)
    if result.num_errors <> 0:
      sys.exit(1)
to
  def pyrex_compile(self, source):
    result = Pyrex.Compiler.Main.compile(source, c_compile=1)
    if result.num_errors <> 0:
      sys.exit(1)
seems to fix it.
gb