Seems that urllib2 sends HTTP/1.1 request by default?
urllib2 uses httplib under the hood to make the connection. You can change it to http 1.0 as shown below. I've included my apache servers access log to show how the http connection have change to 1.0
code
import urllib2, httplib
httplib.HTTPConnection._http_vsn = 10
httplib.HTTPConnection._http_vsn_str = 'HTTP/1.0'
print urllib2.urlopen('http://localhost/').read()
access.log
127.0.0.1 - - [01/Dec/2012:09:10:27 +0300] "GET / HTTP/1.1" 200 454 "-" "Python-urllib/2.7"
127.0.0.1 - - [01/Dec/2012:09:16:32 +0300] "GET / HTTP/1.0" 200 454 "-" "Python-urllib/2.7"