Try to get more informative error messages.

theano/gof/cmodule.py

@@ -707,6 +707,12 @@ class ModuleCache(object):
                                 warning('Cache failure due to un-loadable key',
                                         key)
 
+            except OSError, e:
+                error(e)
+                if e.errno == 31:
+                    error('There are', len(os.listdir(config.compiledir)),
+                            'files in', config.compiledir)
+                raise
             finally:
                 # Release lock if needed.
                 if not keep_lock:

theano/sandbox/cuda/__init__.py

@@ -133,6 +133,8 @@ if cuda_available:
     if cuda_ndarray_so != cuda_ndarray.cuda_ndarray.__file__:
         warning("WARNING: cuda_ndarray was loaded from",
                 cuda_ndarray.cuda_ndarray.__file__,
+                "but Theano expected to load it from",
+                cuda_ndarray_so,
                 """This is not expected as theano should compile it
  automatically for you. Do you have a directory called cuda_ndarray in your
 LD_LIBRARY_PATH environment variable? If so, please remove it as it is