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I am under Win XP sp 3:
After importing urllib it only shows a few objects when using dir() 
urllib2 module does not exist.
.python
Python 3.0b2 (r30b2:65106, Jul 18 2008, 18:44:17) [MSC v.1500 32 bit 
(Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib
>>> dir(urllib)
['__builtins__', '__doc__', '__file__', '__name__', '__package__', '__pa
th__']
>>> import urllib2
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
ImportError: No module named urllib2
>>>

This is expected. (Most of) the content of Python 2's urllib and urllib2
modules is now in the urllib.request submodule. Look at the
documentation in http://docs.python.org/dev/3.0/library/urllib.request
for more details.

Thanks Georg.
Python 3.0b2 on line manual continues indicating with explanation and 
some examples that import urllib and import urllib2 are valid. Do you 
recommend me to open another issue about this?
Regards.

Yes, but you can also post them here, I'll fix it ASAP.

Ok.
In the python 3.0b2 on line documentation that comes with the .msi 
installer:
1) Search with word urllib and access the fourth line found: "urllib — 
Open arbitrary resources by URL" 
2) Search with word urllib2 and select first line found: urllib2 — 
extensible library for opening URLs.
In these cases documentation refers to 3.0b1, I must say.
Many thanks for your attention and guidelines.

I see. The CHM file includes some old files that weren't cleaned up
after the urllib and urllib2 modules were removed. This should be fixed
for the coming releases.