Index: urllib2.py
===================================================================
--- urllib2.py	(revision 45849)
+++ urllib2.py	(working copy)
@@ -858,7 +858,7 @@
             auth_val = 'Digest %s' % auth
             if req.headers.get(self.auth_header, None) == auth_val:
                 return None
-            req.add_header(self.auth_header, auth_val)
+            req.add_unredirected_header(self.auth_header, auth_val)
             resp = self.parent.open(req)
             return resp