passing an URL like "foo.bar.baz" instead of
"http://foo.bar.baz" results in a stacktrace:

  File "/usr/lib/python2.3/urllib2.py", line 326, in open
    '_open', req)
  File "/usr/lib/python2.3/urllib2.py", line 306, in
_call_chain
    result = func(*args)
  File "/usr/lib/python2.3/urllib2.py", line 491, in
<lambda>
    lambda r, proxy=url, type=type, meth=self.proxy_open: \
  File "/usr/lib/python2.3/urllib2.py", line 498, in
proxy_open
    if '@' in host:
TypeError: iterable argument required

This could be fixed by calling urlparse.urlparse on the
proxy url, either in the calling code or in the library
code, which I would prefer to make it more robust about
sloppy URLs passed in the http_proxy environment variable.