I'm working with some web stuff and my script is downloading files from the internet. but if a file is not available or very slow i want my script to continue with next file. how do I do that?

In my opinion, the problem when "it takes too long" in this context, is that a certain function call blocks. The first question is to find the innermost function which blocks. Often, low level functions which attempt to obtain data through a connection have a time delay argument, or a non blocking mode can be set. For example on a socket object, you can use the method Socket.settimeout to prevent the socket from blocking if it takes too long to receive or send data. Then you can break the loop.