I encountered this error on a CentOS machine today, behind an http proxy (not https proxy), without bazaar installed.  download.py failed as follows when it got to the pybindgen download (it succeeded through the proxy for the ns-3-dev and traces download).  It seems like it may be a problem when bzr is not found.

    #
    # Get PyBindGen
    #
    
Required pybindgen version:  0.10.0.630
Trying to fetch pybindgen; this will fail if no network connection is available.  Hit Ctrl-C to skip.
 =>  bzr checkout -rrevno:630 https://launchpad.net/pybindgen pybindgen
Traceback (most recent call last):
  File "./download.py", line 237, in ?
    sys.exit(main())
  File "./download.py", line 211, in main
    pybindgen_dir, pybindgen_version = get_pybindgen(ns3_dir)
  File "./download.py", line 105, in get_pybindgen
    run_command(["bzr", "checkout", rev, constants.PYBINDGEN_BRANCH, constants.LOCAL_PYBINDGEN_PATH])
  File "/home/core/hg/ns-3-allinone/util.py", line 21, in run_command
    cmd = subprocess.Popen(*args, **kwargs)
  File "/usr/lib/python2.4/subprocess.py", line 542, in __init__
    errread, errwrite)
  File "/usr/lib/python2.4/subprocess.py", line 975, in _execute_child
    raise child_exception
OSError: [Errno 2] No such file or directory


Then, I could not run ./build.py since download.py did not exit cleanly.