Why doesn't modifying the iteration variable affect subsequent iterations?

Here's the Python code I'm having problems with:

for i in range (0,10):
    if i==5:
        i+=3
    print i

I expected the output to be:

0
1
2
3
4
8
9

However, the interpreter spits out:

0
1
2
3
4
8
6
7
8
9

I know that a for loop creates a new scope for a variable in C, but have no idea about Python. Why does the value of i not change in the for loop in Python, and what's the remedy to it to get the expected output?

_{See How to modify list entries during for loop? for how to modify the original sequence. In 3.x, of course, range creates an immutable object, so it would still not work.}