SSL (HTTPS) with 2.4

[Bloke]

I just removed my installation of Python 2.4.1, which was the one on
the python.org web site.  I installed the Activepython 2.4.1 and now I
get the following error with the same code above:

 File "C:\Python24\lib\urllib2.py", line 1053, in unknown_open
    raise URLError('unknown url type: %s' % type)
URLError: <urlopen error unknown url type: https>

I'm getting a bit frustrated.  Do I need to import another library?
Any advise is appreciated.

Bloke.