limitation in urllib.urlretrieve(url, fn) ??

[HP]

For example,
url = 'http://www.londonstockexchange.com/techlib/word/ser/Live8102.doc';
fn  = '/local/disk/file_name';

urllib:urlretrieve(url, fn) hangs in the air !!

This happens for many of the files in the above 
web site.  Those files have one thing in common:
their file size is larger than 200K.

Is there a limit on the file size in the function:
urllib:urlretrieve(url, fn) ??

(I am running python.2.2.2 on Sun Solaris 5.8).

HP