HTTPS over proxy (squid) fails

Binary package hint: python2.5

Https connections via a proxy (in this case squid) fail.

Python 2.5.1c1 (release25-maint, Apr 12 2007, 21:00:25)
[GCC 4.1.2 (Ubuntu 4.1.2-0ubuntu4)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib2
>>> filehandler = urllib2.urlopen("https://bugs.launchpad.net")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib/python2.5/urllib2.py", line 121, in urlopen
    return _opener.open(url, data)
  File "/usr/lib/python2.5/urllib2.py", line 374, in open
    response = self._open(req, data)
  File "/usr/lib/python2.5/urllib2.py", line 392, in _open
    '_open', req)
  File "/usr/lib/python2.5/urllib2.py", line 353, in _call_chain
    result = func(*args)
  File "/usr/lib/python2.5/urllib2.py", line 668, in <lambda>
    meth(r, proxy, type))
  File "/usr/lib/python2.5/urllib2.py", line 691, in proxy_open
    return self.parent.open(req)
  File "/usr/lib/python2.5/urllib2.py", line 380, in open
    response = meth(req, response)
  File "/usr/lib/python2.5/urllib2.py", line 491, in http_response
    'http', request, response, code, msg, hdrs)
  File "/usr/lib/python2.5/urllib2.py", line 418, in error
    return self._call_chain(*args)
  File "/usr/lib/python2.5/urllib2.py", line 353, in _call_chain
    result = func(*args)
  File "/usr/lib/python2.5/urllib2.py", line 499, in http_error_default
    raise HTTPError(req.get_full_url(), code, msg, hdrs, fp)
urllib2.HTTPError: HTTP Error 501: Not Implemented