Using internet modules to download files

[Stuart]

I have a slight problem.  The college which I attend has broadband
access for everyone, but unfortunately insists upon placing a firewall
between the pupils and downloads, therefore this fast connection is
wasted upon retrieving HTML files.  I merely want to use the broadband
to download a few more python libraries, such as win32all, as my home
pc doesn't have internet access.

I have been experimenting with Python's internet protocols, in
particular with trying to retreive files while bypassing the firewall.
 I am not sure, however, which modules to use (i am a relative python
neophyte).  I first tried with urllib, but that unforunately merely
routes you throught the webbrowser, which of course, promptly blocks
any attempt.  Are then any modules which will bypass the
browser/firewall, and allow you to download a file directly through
the script?  Any advice (especially samples of code) would be greatly
appreciated.

Thanks,
Stuart