urllib2 Opener and Proxy/Authentication issues

Hello, I have defined a function to set an opener for urllib2, this opener defines any proxy and http authentication that is required. If the proxy has authencation itself and requests an authenticated file I get a HTTP status code of 401 (Unauthorized access of the file being requested) I do see

Filenames of files downloaded via urlretrieve that have been redirected

I got a small issue, I am using urllib.urlretreive to download files but in some cases I'm downloading from a CGI that is redirecting urlretrieve to a different url. Example: urllib.urlretreive('http://someurl.com/files.asp?file=55', 'tempFileName.tmp') Is there a way to know what filename files