Python: Creating a file based on an array of strings

I'm trying to write a program that will go to a website and download all of the songs they have posted. Right now I'm having trouble creating new file names for each of the songs I download. I initially get all of the file names and the locations of the songs (html). However, when I try to create new files for the songs to be put in, I get an error saying:

IOError: [Errno 22] invalid mode ('w') or filename

I have tried using different modes like "w+", "a", and, "a+" to see if these would solve the issue but so far I keep getting the error message. I have also tried "% name"-ing the string but that has not worked either. My code is following, any help would be appreciated.

import urllib
import urllib2

def earmilk():
    SongList = []
    SongStrings = []
    SongNames = []
    earmilk = urllib.urlopen("http://www.earmilk.com/category/pop")
    reader = earmilk.read()
    #gets the position of the playlist
    PlaylistPos = reader.find("var newPlaylistTracks = ")
    #finds the number of songs in the playlist
    NumberSongs = reader[reader.find("var newPlaylistIds = " ): PlaylistPos].count(",") + 1
    initPos = PlaylistPos

    #goes though the playlist and records the html address and name of the song

    for song in range(0, NumberSongs):
        songPos = reader[initPos:].find("http:") + initPos
        namePos = reader[songPos:].find("name") + songPos
        namePos += reader[namePos:].find(">")
        nameEndPos = reader[namePos:].find("<") + namePos
        SongStrings.append(reader[songPos: reader[songPos:].find('"') + songPos])
        SongNames.append(reader[namePos + 1: nameEndPos])
        #initPos += len(SongStrings[song])
        initPos = nameEndPos

    for correction in range(0, NumberSongs):
        SongStrings[correction] = SongStrings[correction].replace('\\/', "/")

    #downloading songs

    #for download in range(0, NumberSongs):
    #print reader.find("So F*")
    #x= SongNames[0]
    songDL = open(SongNames[0].formant(name), "w+")
    songDL.write(urllib.urlretrieve(SongStrings[0], SongNames[0] + ".mp3"))
    songDL.close()


    print SongStrings
    for name in range(0, NumberSongs):
        print SongNames[name] + "\n"
    earmilk.close()