AttributeError in "with" statement (3.2.2)

[Steve Howell]

I'm using Python 3.2.2, and the following program gives me an error
that I don't understand:

class Foo:
  pass

foo = Foo()
foo.name = "Steve"

def add_goodbye_function(obj):
  def goodbye():
    print("goodbye " + obj.name)
  obj.goodbye = goodbye

add_goodbye_function(foo)
foo.goodbye() # outputs goodbye Steve
foo.__exit__ = foo.goodbye
foo.__exit__() # outputs goodbye Steve

with foo: # fails with AttributeError:  __exit__
  print("doing stuff")

I am dynamically adding an attribute __exit__ to the variable foo,
which works fine when I call it directly, but it fails when I try to
use foo as the expression in the with statement.  Here is the full
output:

> python3 with.coffee
goodbye Steve
goodbye Steve
Traceback (most recent call last):
  File "with.coffee", line 17, in <module>
    with foo: # fails with AttributeError:
AttributeError: __exit__

What am I doing wrong?