title: Error 'failed to load external entity' when using Python lxml
body: <p>I'm trying to parse an XML document I retrieve from the web, but it crashes after parsing with this error:</p>
  
  <pre><code>': failed to load external entity "&lt;?xml version="1.0" encoding="UTF-8"?&gt;
  &lt;?xml-stylesheet type="text/xsl" href="GreenButtonDataStyleSheet.xslt"?&gt;
  </code></pre>
  
  <p>That is the second line in the XML that is downloaded. Is there a way to prevent the parser from trying to load the external entity, or another way to solve this? This is the code I have so far:</p>
  
  <pre><code>import urllib2
  import lxml.etree as etree
  
  file = urllib2.urlopen("http://www.greenbuttondata.org/data/15MinLP_15Days.xml")
  data = file.read()
  file.close()
  
  tree = etree.parse(data)
  </code></pre>