opening a https web page

[Addy]

Dear sir,
          i am not being able to open "https://" web pages using
urllib2 or urllib. I am being able to open "http" pages though. i am
connecting the internet through a proxy server. I am being able to
open "https://" pages if i am using an ineternet connection that does
not connect through a proxy server.Please Help.
Looking forward to your reply.

Aadarsh Jajodia