I can't import urllib, it fails with "No Module named e32socket".
I'm using S60 3rd Edition SDK for Symbian OS, Feature Pack 2 v1.1 and
PythonForS60 1.4.5.
I tried version 1.4.4 and it worked without a glitch.
Take a look at Bug 1760277:
https://sourceforge.net/tracker/index.php?func=detail&aid=1760277&group_id=154155&atid=790646
Which PyS60 SDK build did you use?