urllib_with_cookie.py

import mechanize
import lxml.html
import cookielib

br = mechanize.Browser()
cj = cookielib.LWPCookieJar()
br.set_cookiejar(cj)

br.set_handle_equiv(True)
br.set_handle_gzip(True)
br.set_handle_redirect(True)
br.set_handle_referer(True)
br.set_handle_robots(False)

br.set_handle_refresh(mechanize._http.HTTPRefreshProcessor(), max_time=1)
br.addheaders = [('User-agent', 'WatcherBot')]

r = br.open('http://w3schools.com/')
html = br.response().read()
root = lxml.html.fromstring(html)