import urllib2

    url = 'https://test.salesforce.com/services/oauth2/token'
    data = '&grant_type=password&client_id='+CLIENT_ID+'&client_secret='+CLIENT_SECRET+'&username='+username+'&password='+password
    headers = {'X-PrettyPrint' : '1'}

    req = urllib2.Request(url, data, headers)
    res = urllib2.urlopen(req) #this is where it fails!

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:Python27liburllib2.py", line 126, in urlopen
    return _opener.open(url, data, timeout)
  File "C:Python27liburllib2.py", line 397, in open
    response = meth(req, response)
  File "C:Python27liburllib2.py", line 510, in http_response
    'http', request, response, code, msg, hdrs)
  File "C:Python27liburllib2.py", line 435, in error
    return self._call_chain(*args)
  File "C:Python27liburllib2.py", line 369, in _call_chain
    result = func(*args)
  File "C:Python27liburllib2.py", line 518, in http_error_default
    raise HTTPError(req.get_full_url(), code, msg, hdrs, fp)
urllib2.HTTPError: HTTP Error 400: Bad Request