Pickle incompatibility of numpy arrays between Python 2 and 3

I am trying to load the MNIST dataset linked here in Python 3.2 using this program:

import pickle
import gzip
import numpy


with gzip.open('mnist.pkl.gz', 'rb') as f:
    l = list(pickle.load(f))
    print(l)

Unfortunately, it gives me the error:

Traceback (most recent call last):
   File "mnist.py", line 7, in <module>
     train_set, valid_set, test_set = pickle.load(f)
UnicodeDecodeError: 'ascii' codec can't decode byte 0x90 in position 614: ordinal not in range(128)

I then tried to decode the pickled file in Python 2.7, and re-encode it. So, I ran this program in Python 2.7:

import pickle
import gzip
import numpy


with gzip.open('mnist.pkl.gz', 'rb') as f:
    train_set, valid_set, test_set = pickle.load(f)

    # Printing out the three objects reveals that they are
    # all pairs containing numpy arrays.

    with gzip.open('mnistx.pkl.gz', 'wb') as g:
        pickle.dump(
            (train_set, valid_set, test_set),
            g,
            protocol=2)  # I also tried protocol 0.

It ran without error, so I reran this program in Python 3.2:

import pickle
import gzip
import numpy

# note the filename change
with gzip.open('mnistx.pkl.gz', 'rb') as f:
    l = list(pickle.load(f))
    print(l)

However, it gave me the same error as before. How do I get this to work?

This is a better approach for loading the MNIST dataset.