You can do it even without the HTTP_PROXY environment variable. Try this sample:
import urllib2
proxy_support = urllib2.ProxyHandler({"http":"http://61.233.25.166:80"})
opener = urllib2.build_opener(proxy_support)
urllib2.install_opener(opener)
html = urllib2.urlopen("http://www.google.com").read()
print html
In your case it really seems that the proxy server is refusing the connection.
Something more to try:
import urllib2
#proxy = "61.233.25.166:80"
proxy ="YOUR_PROXY_GOES_HERE"
proxies ={"http":"http://%s"% proxy}
url ="http://www.google.com/search?q=test"
headers={'User-agent':'Mozilla/5.0'}
proxy_support = urllib2.ProxyHandler(proxies)
opener = urllib2.build_opener(proxy_support, urllib2.HTTPHandler(debuglevel=1))
urllib2.install_opener(opener)
req = urllib2.Request(url,None, headers)
html = urllib2.urlopen(req).read()
print html
