use urlencode! Not sure if urllib2 has it, but urllib has an urlencode function. One sec and i'll get back to you.
I did a quick check, and it seems that you need to use urrlib instead of urllib2 for that...importing urllib and then using urllib.urlencode(YOUR URL) should work!
import urllib
url = urllib.urlencode(<your_url_here>)
EDIT: it's actually urlllib2.quote()!