loading message thingy

[Robbie]

Even though this is not very important it would be nice to get working.

Basically all I want to do is continuously write to the same line.
So I could have a little rotating text thing showing that the script is 
working or display data ie, kb downloaded so far...

ATM I am just calling a clear screen every pass with a little nap, nasty.

Something along these lines:
for i in range(1000):
      print "Loading... %s" % file_size
      os.system("clear")
      sleep(0.5)
I also tried something with \r but that never quite worked...
Also it would be nice to be able to change more than one line so I could 
have 4 threads open downloading something with 4 lines each stating the 
current status of each thread...