"Python3" makes a lot of syntax changes that break scripts written for Python 2.x. For practical purposes, it is a separate language.
BEDOPS conversion scripts are written for Python 2.7 or greater, but less than Python3 3.x. (Where some documentation says Python 2.5 or greater, that is a typo and will be fixed in a future revision of the documentation.)
The vcf2bed script should catch attempts to run it within Python3 3.x or greater, so that's an issue of concern and I'll need to investigate that. Thanks for that report.
In any case, to run BEDOPS conversion scripts, you will need to install and run Python 2.7 or greater, but less than Python3 3.x. Open up your package manager tool and install Python 2.7 or greater. If you need to select an active Python installation, please make sure it is Python 2.7+.
We may explore Python3 support at a later time, but adoption of Python3 is still an issue for discussion for scientific use of the language:
http://jakevdp.github.io/blog/2013/01/03/will-scientists-ever-move-to-python-3/Give Python 2.7 a shot and let us know if you still have problems.