The 4th paragraph in the section IMAP4 Objects [1] specifies that:
"The message_set options to commands below is a string specifying one or
more messages to be acted upon. It may be a simple message number ('1'),
a range of message numbers ('2:4'), or a group of non-contiguous ranges
separated by commas ('1:3,6:9'). A range can contain an asterisk to
indicate an infinite upper bound ('3:*')."

A link to this paragraph could be added in the methods where message_set
is used.

[1]: http://docs.python.org/library/imaplib.html#imap4-objects