Simple instructions on how to programmatically download an image from a web page?

[Y2KYZFR1]

I have search the group and not found a working example on how to
simply download a .gif from a url.

something as simple as
http://groups.google.com/images/threadview_logo.gif should be pretty
easy, guess not?

I don't need to know about using a browser, I need to know how to do
it programmatically from Python.

Anyone know how to get it done?