You need to use the urllib2 that superseedes urllib in the python std library in order to change the user agent.
Straight from the examples
import urllib2
opener = urllib2.build_opener()
opener.addheaders = [('User-agent', 'Mozilla/5.0')]
infile = opener.open('http://en.wikipedia.org/w/index.php?title=Albert_Einstein&printable=yes')
page = infile.read()