+2  A: 

Connect to the IP address and pass the Host header manually.

Ignacio Vazquez-Abrams
But how would you know the IP? (Assuming it's not hardcoded - or is it?) You can't use a regular gethostbyname call, since that again uses the hosts file...
Wim
You could use a separate DNS client to find it ... of course, that leads directly to the question: what DNS server?
SamB
What if the domain name needs to go in the request header? See my edit.
mikez302
Oh, right ... I dunno if urllib2 can handle that or not...
SamB
For a separate DNS client, see dnspython.
bobince