If you are using Proxy and that proxy has Username and Password (which many corporate proxies have), you need to set the proxy handler with urllib2.
proxy_url="http://" + proxy_user + ':' + proxy_password + '@' + proxy_ip
proxy_support = urllib2.ProxyHandler({"http":proxy_url})
opener = urllib2.build_opener(proxy_support,urllib2.HTTPHandler)
urllib2.install_opener(opener)
HTTPBasicAuthHandler is used to provide credentials for the site which you are going to access and not for going through the proxy. The above snippet might help you.