what python version are you using? urllib.request seems to be python3
v2.7
>>> import urllib.request
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
ImportError: No module named request
>>>
v3.3
>>> import urllib.request
>>> urllib.request
<module 'urllib.request' from '/usr/lib/python3.3/urllib/request.py'>
>>>