I have a string which contain some data I parse from the web, and make a file named after this data. 

```
string = urllib.urlopen("http://example.com").read()
f = open(path + "/" + string + ".txt")
f.write("abcdefg")
f.close()

```

The problem is that it **may** include one of this characters: `\ / * ? : " < > |`.
I'm using Windows, and it is forbidden to use those characters in a filename.
Also, `string` is in Unicode formar which makes most of the solutions useless.

So, my question is: what is the most efficient / pythonic way to strip those characters? 
Thanks in advance!

**Edit:** the filename is in Unicode format **not** str!