urllib2 performance on windows, usb connection

[dq]

I've googled this pretty extensively and can't find anyone who's had the 
same problem, so here it is:

I wrote a console program in python to download podcasts, so speed is an 
issue.  I have 1.6 M down.  The key bit of downloading code is this:

source = urllib2.urlopen( url )
target = open( filename, 'wb' )
target.write( source.read() )

This runs great on Ubuntu.  I get DL speeds of about 1.5 Mb/s on the 
SATA HD or on a usb-connected iPod, but if I run the same program on 
Windows (with a 2 GHz core 2 duo, 7200 rpm sata drive---better hardware 
specs than the Ubuntu box), it maxes out at about 500 kb/s.  Worse, if I 
DL directly to my iPod in disk mode, I'm lucky if I even hit 100 kb/s.

So does anyone know what the deal is with this?  Why is the same code so 
much slower on Windows?  Hope someone can tell me before a holy war 
erupts :-)

--danny