R. David Murray added the comment:

A warning is not appropriate (we reserve those for things that are security 
related, pretty much). A sentence might be, though.  For example, we could 
change the initial discussion of the run function to say:

   This does not capture stdout or stderr by default. To do so, pass PIPE for 
the stdout and/or stderr arguments.  You *must* do this if you run your python 
program with pythonw on windows, since pythonw closes the standard streams.

Here I'm adding the windows sentence to the existing "This does not capture" 
sentence.

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nosy: +r.david.murray

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<http://bugs.python.org/issue29829>
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