Difference between concurrency and parallelism
The GIL problem is a well know limitation in CPython. Below is on of the video from Heroku conference that shows why this is important (as a bonus you get as well a demo of how to write code in Go language if you want)
The further consequences of this design limitations can be seen in this excellent Mirantis blog post that analyses the performance of an python program: Edge of the Stack: Improve Performance of Python Programs by Restricting Them to a Single CPU.
So what can you do about it? Well until there is GIL in Cpython (and you want or need to stick with this version of python) you may want to chose another library/module for better concurrency support. A long list of available options can be found here: https://wiki.python.org/moin/Concurrency/
At the end to finish up our discussion I can refer you to an practical benchmark that shows a code and do performance analyzes with dealing with concurrency in python: Gevent, Threads, and Benchmarks