urlib - automatic cookie handling

[Alex Hunsley]

I'm using urllib to post data to a web form by issuing a command similar to this:


filename, headers = 
urllib.urlretrieve("http://www.thewebsitenamehere.com/servlet/com.blah.bloo.XmlFeed", 
"content.txt", None, urllib.urlencode({"aParameter": "theValue"}))

Now, the problem is that the above fails, since I am not sending a session 
cookie. Visitors to the web sites' html submission form are sent a session 
cookie which is given back to the server when they submit a search via the 
browser, as often happens.
Now, I could use urllib to get the form page and read the cookie from the 
headers that are returned and then manually put that cookie in my submission to 
the servlet, but my question is: is there a way to tell urllib or some other 
part of HTTP handling in python that I want to remember any cookie that is 
given to me, and give it back to that site if I send requests later on?

thanks
alex