Help resolve a syntax error on 'as' keyword (python 2.5)

[Oltmans]

Hi, all. All I'm trying to do is to print the error message using the
following code (copying/pasting from IDLE).

def div(a,b):
        print a/b


try:
    div(5,0)
except Exception as msg:
    print msg

but IDLE says (while highlighting the 'as' keyword)
except Exception as msg:

SyntaxError: invalid syntax

I've searched the internet and I'm not sure what can cause this. Any
help is highly appreciated. I'm using Python 2.5 on Windows XP.