, - urllib2.urlopen(), read :
import urllib2
f=file('python.mp3', 'w')
url=urllib2.urlopen("http://mp3.streampower.be/radio1-high.mp3")
while True:
f.write(url.read(1024))
read - . , . - , write , .
mp3 . , 1024, , mp3, . ( 128 / 16 write(2), . 10 , read).