urllib: cannot open webpage which requires authentication

[gmguyx]

I tried using urllib.urlopen to open a personalized webpage
(my.yahoo.com) but it doesn't work:

print urllib.urlopen(http://my.yahoo.com).read()

Instead of returning my.yahoo.com, it returns a page asking me to log
in.

So then I tried urllib.urlencode:

data = urllib.urlencode({'action': 'https://login.yahoo.com/config/
login?', 'login': <mylogin>, 'passwd': <mypassword>})
print urllib.urlopen(http://my.yahoo.com, data).read()

However, this doesn't work either. Is there a way to do this? Thanks
in advance.