Hmm, I wonder if that OpenerDirector example is a bit obscure. Normally you would use the default urlopen() to set User-Agent, without resorting to a custom OpenerDirector.

In my patch:

* Included “User-Agent header _value_” in the “headers” parameter description
* Linked to <https://docs.python.org/dev/howto/urllib2.html> from examples section
* Added add_header("User-Agent", ...) example with made-up custom value

Let me know what you think (if anything is unnecessary, other suggestions?)