If one has this config file

[http_proxy]
host=proxy.here.com
user=john
passwd=pass/word

the '/' is not correctly handled since the password string is retrieved as
is from the config file and put in a 'url' describing the proxy settings,
then given to urllib.
In order to have a working config file we must write

[http_proxy]
host=proxy.here.com
user=john
passwd=pass%2Fword

which is far from instinctive (and not documented).

A solution is to replace every '/' by '%2F' in the password string before
giving it to the urllib.