Download parts not whole file in ones

[NOSPAM plz]

Hey,

My problem is, is it possible to download parts of a file while. i think 
is it is called threading

My code thats download the whole webpage, and stunds the app while is is 
downloading:

-----------CODE-----------
import urllib
# the heavy file to download
f = urllib.urlopen("http://da.wikipedia.org/wiki/Wiki")
# This was supposed to print the file while it downloads
while 1:
    print f.read(100)
-----------/CODE-----------

In my example it just download the whole file, and then print it.

Any suggestions?

Regards
Andreas