A Python script, a proxy and Microsoft Forefront - Auto-Authentication
On Microsoft OSes, the authentication used is Kerberos, so you won't be able to use directly your ID + password.
I'm on Linux, so I can't test it directly but I think that you can create a proxy with fiddler which can negociate the authentication for you, and you can use this proxy with python.
Fiddler's Composer will automatically respond to authentication challenges (including the Negotiate protocol which wraps Kerberos) if you tick the Authentication box on the Options subtab, in the menus.