Using urlopen with a proxy server requiring authentication

[egmanoj at yahoo.com]

Hello,
I am trying to use the Python(1.5) urllib module's urlopen method to 
retrieve an xml file from a website. The request has to go through 
our LAN's proxy server and this needs a username and password.

How can I automatically supply the username and password while using 
this from a script? [There is no problem while using urlopen from the 
IDLE; the prompt comes up and I just have to type in the username and 
password]

Thanks in advance
Manoj E.G.