That is a very complicated way to code this. Here is the quick and dirty technique that I have been using on lots of Project Euler problems:

  def subset_summing_to_zero (activities):
      subsets = {0: []}
      for (activity, cost) in activities.iteritems():
          old_subsets = subsets
          subsets = {}
          for (prev_sum, subset) in old_subsets.iteritems():
              subsets[prev_sum] = subset
              new_sum = prev_sum + cost
              new_subset = subset + [activity]
              if 0 == new_sum:
                  new_subset.sort()
                  return new_subset
              else:
                  subsets[new_sum] = new_subset
      return []

(I could easily make this more efficient.)