title: urllib2 with cookies
body: <p>I am trying to make a request to an RSS feed that requires a cookie, using python. I thought using urllib2 and adding the appropriate heading would be sufficient, but the request keeps saying unautherized. </p>
  
  <p>Im guessing it could be a problem on the remote sites' side, but wasnt sure. How do I use urllib2 along with cookies? is there a better package for this (like httplib, mechanize, curl)</p>