Expecting Python assertRaises() to fail, but test always passes

I am attempting to get into the practice of TDD so I have been trying to start with Python's unittest module. I have written a test which I fully expect to fail, but it always passes! Below is the test code:

def test_file_not_found_exception(self):
    invalid_config = "Testing/invalidExperiment.xml"
    experiment_with_invalid_config = MyClass(invalid_config)
    self.assertRaises(OSError, experiment_with_invalid_config.run_experiment())

and my class definition is as follows:

class MyClass:
    def __init__(self, experiments, output_directory = ".")
        self._experiments = experiments
        self._output_directory = output_directory
    def run_experiment(self):
        try:
            x = 2 # dummy statement
        except OSError:
            print "Experiment file not found"
        except:
            print "Unexpected Error"

I figure that the try block should always execute correctly so I am at a loss as to why my unittest keep passing. I am very new to OOP in Python so I may be making a very obvious mistake... Also, if I catch the exception in the try-except block of the run_experiment() method, should the assertRaises() call ever work?