Using a proxy with urllib2

[Jack]

I'm trying to use a proxy server with urllib2.
So I have managed to get it to work by setting the environment
variable:
export HTTP_PROXY=127.0.0.1:8081

But I wanted to set it from the code. However, this does not set the proxy:
    httpproxy = '127.0.0.1:3129'
    proxy_support = urllib2.ProxyHandler({"http":"http://" + httpproxy})
    opener = urllib2.build_opener(proxy_support, urllib2.HTTPHandler)
    urllib2.install_opener(opener)
I'm using it from a web.py URL handler file, not sure if it matters.

I have another question though. It seems that using either of the
methods above, the proxy will be global. What if I want to use
a proxy with one site, but not with another site? Or even use a
proxy for some URLs but not others? The proxy having to be global
is really not convenient. Is there any way to do per-fetch proxy?