This is a server bug. Internet Explorer 6 can't show the page either. 
The response is malformed; it uses chunked transfer, and RFC2616 
section 3.6.1 says "The chunk-size field is a string of hex digits 
indicating the size of the chunk. The chunked encoding is ended by any 
chunk whose size is zero[...]"

After the (first and only) chunk of around 63K, should come a 0-length 
chunk: a line with one or more digits "0" followed by CR+LF. But the 
server is not sending that last chunk, instead it sends lots of nul 
bytes, until eventually a CR,LF sequence arrives.
Neither IE nor Python can handle that (IE keeps requesting the page 
again and again). wget is apparently a lot more relaxed and decides 
that the first chunk is good enough. Perhaps urllib/urllib2 could 
handle the error and raise a more meaningful exception in this case, 
but just ignoring the error doesn't appear to be the right thing IMHO.