Ok, by diging the examples, I was able to get error bars on my graph using the latest release of PyX.
But now, my x axis is messed up. In the previous code that I had, my x axis was correctly identified and now it is just showing 1,2 and 3. It is not as bad as it was cause I can fix the x axis labels in gimp but I would prefer a more elegant solution.
If someone can help get my previous x axis labels back, it would be very nice. Here are the new script and data file:

from pyx import *

g = graph.graphxy(width=10, x=graph.axis.nestedbar(),
y=graph.axis.lin(min=0, max=1100, title="Number of SAGE tags"),
y2=graph.axis.lin(min=0, max=700000000, title="Number of copies/$\mu$g of total RNA"),
x2=None)

g.plot([graph.data.file("minimal.dat", xname="$0, 0", y=2, dy=4), graph.data.file("minimal.dat", xname="$0, 1", y2=3)],
[graph.style.errorbar(),
graph.style.bar([color.rgb.green]),
graph.style.bar()])

g.text(g.width/2, g.height + 0.5, "Cytochrome c oxidase I, mitochodrial",
[text.halign.center, text.valign.bottom])

g.writeEPSfile("errors")

minimal.dat:
F   112     311902372   5
LF  817     653535925   10
HF  1035    415062006   8