Backport r21402 from the bleeding_edge branch.

Original commit message:

  Stop using urllib.urlretrieve() directly.

  Using urllib for SSL connections when behind a proxy is known to be
  broken, so apply the same fix from depot_tools r149742 and use a wrapper
  around urllib2 instead.

  R=jkummerow@chromium.org
  TEST=run test262 behind corporate proxy

  Review URL: https://codereview.chromium.org/297663003

  Patch from Raphael Kubo da Costa <raphael.kubo.da.costa@intel.com>.

This is necessary for the test262 tests to pass inside the network our
v8-crosswalk bots run in.
Merge pull request #22 from rakuco/backport-urlretrieve-fix

[Temp] Backport r21402 from the bleeding_edge branch.