How i follow tree folders from url

[catalinfest at gmail.com]

Hello !

 I wanna use python to follow the tree folders from one url to get
data about dirs and folders.
 Example :
 If url is "www.site.com/first/ and "
 "first" is first folder with next subfolders "01","02","03"
 The result of script should be :

 www.site.com/first/01/
 www.site.com/first/02/
 www.site.com/first/03/

What is a easy way to make this ?