mysteries of urllib/urllib2

[Adrian Smith]

I'm trying to use urllib2 to download a page (I'd rather use urllib,
but I need to change the User-Agent header to look like a browser or
G**gle won't send it to me, the big meanies). The following (pinched
from Dive Into Python) seems to work perfectly in Idle, but falls at
the final hurdle when run as a cgi script - can anyone suggest
anything I may have overlooked?

request = urllib2.Request(some_URL)
request.add_header('User-Agent', 'some_plausible_string')
opener = urllib2.build_opener()
data = opener.open(request).read()