This question is motivated by a question on Stack Overflow:
http://stackoverflow.com/questions/1824069/urllib2-not-retrieving-entire-http-response

In the event the user receives an incomplete response when using urllib2
(and urllib), the library should raise an error to indicate the response
is incomplete. This is a matter of checking if the Content-Length
defined in the header matches the size of the retrieved response. While
this can be done by the user, an exception will help alert the more
unwitting, such as myself, by failing early.