You might have got read and write access to the folder. But you are not specifying your access credentials in the python script. Python has no way of knowing that you are authorized.
You may want to use some authorization method, like HTTPPasswordMgrWithDefaultRealm()
.
serverUrl = "..."
ID = "..."
accessToken = "..."
p = urllib2.HTTPPasswordMgrWithDefaultRealm()
p.add_password(None, serverUrl, ID, accessToken)
handler = urllib2.HTTPBasicAuthHandler(p)
opener = urllib2.build_opener(handler)
urllib2.install_opener(opener)
req = urllib2.urlretrieve()