A Python script for downloading a file with a special protocol

I am looking for a Python script that will download a specific datafile using a specific protocol to my computer and then extract it to xml format. More specifically, I need a Python script that will do the same as what some Java software promises to do on this page: [login to view URL] . I gather that there is a special package available for Python which provides tools to perform this task, which you can use in your script: [login to view URL] . This task should not be difficult for an experienced Python programmer.