title: Python mechanize doesn't work when HTTPS and Proxy Authentication required
body: <p>I use Python 2.7.2 and Mechanize 0.2.5.<br>
  When I access the Internet, I have to go through a proxy server. I wrote the following codes, but an URLError occurred at the last line.. Does anyone have any solution about this?</p>
  
  <pre><code>import mechanize
  
  br = mechanize.Browser()
  br.set_debug_http(True)
  br.set_handle_robots(False)
  
  br.set_proxies({
      "http"  : "192.168.20.130:8080",
      "https" : "192.168.20.130:8080",})
  br.add_proxy_password("username", "password")
  
  br.open("http://www.google.co.jp/")  # OK
  br.open("https://www.google.co.jp/") # Proxy Authentication Required
  </code></pre>