I also ran into that one and I managed to produce a test case. The problem is that askyesno calls askquestion and compares the result with 'yes' which is always false if type(result) is _tkinter.Tcl_Obj.
Using a tkFileDialog is (for me) a reliable way to trigger this condition. Justus
# from /usr/lib/python2.5/lib-tk/tkMessageBox.py:
# [...]
# YES = "yes"
# [...]
# def askyesno(title=None, message=None, **options):
# "Ask a question; return true if the answer is yes"
# s = _show(title, message, QUESTION, YESNO, **options)
# return s == YES
# [...]
import Tkinter
import tkMessageBox
import tkFileDialog
root = Tkinter.Tk()
tkFileDialog.asksaveasfilename() # hit cancel
result = tkMessageBox.askquestion('click yes', 'click yes') # click yes
print result, type(result), result == 'yes'
# outputs: yes <type '_tkinter.Tcl_Obj'> False
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