I have the following code :
myList =[\'a\',\'b\']
rb=wx.RadioBox(self.panel, -1, \"Options :\", (0, 0), wx.DefaultSize,myList, 2, wx.RA_SPECIFY_COLS)
If your really need to do this then probably the only way is to create your own RadioBox. A RadioBox can easily built from a Panel, StaticBox, StaticBoxSizer and of course RadioButtons.
In the __init__ for your RadioBox use the RadioButtons SetValue() method to set the initial value of the RadioButtons to False.
Take a look at RadioButton demo in the wxpython Demos, there should be enough there to get you started in the right direction.