docs: def _download_segments(filename, url, segments):
      """download segments into a single file."""
      gribfile = open(filename, 'w')
      for start, end in segments:
          req = urllib2.Request(url)
          req.add_header('User-Agent',
                         'caelum/0.1 +https://github.com/nrcharles/caelum')
          if end:
              req.headers['Range'] = 'bytes=%s-%s' % (start, end)
          else:
              req.headers['Range'] = 'bytes=%s' % (start)
          opener = urllib2.build_opener()
          gribfile.write(opener.open(req).read())
      gribfile.close()