Thanks for the answers. I've done some tests with urllib2 and pywin32 and managed to partialy implement the NTLM authentication, but it look like you need a persistent connection (http 1.1 or 'Keep-Alive') to complete the authentication. Unfortunatly, urllib2 use a new connection for each request and changing this behavior look difficult. So I will probably write my own library.
Maybe there is something to do with the urlgrabber module ? -- http://mail.python.org/mailman/listinfo/python-list
