Fix urllib bug affecting Python 3.x in the finetune tutorial (#8229)

* changed url references from dmlc to apache/incubator-mxnet

* added python 3 support for dataset download with urllib

* added python 3 support for dataset download with urllib

* removed unintended edits

docs/faq/finetune.md

@@ -1,3 +1,4 @@
+
 # Fine-tune with Pretrained Models
 
 Many of the exciting deep learning algorithms for computer vision require
@@ -68,12 +69,19 @@ python ~/mxnet/tools/im2rec.py --resize 256 --quality 90 --num-thread 16 caltech
 
 The following code downloads the pregenerated rec files. It may take a few minutes.
 
+
 ```python
-import os, urllib
+import os, sys
+
+if sys.version_info[0] >= 3:
+    from urllib.request import urlretrieve
+else:
+    from urllib import urlretrieve
+
 def download(url):
     filename = url.split("/")[-1]
     if not os.path.exists(filename):
-        urllib.urlretrieve(url, filename)
+        urlretrieve(url, filename)
 download('http://data.mxnet.io/data/caltech-256/caltech-256-60-train.rec')
 download('http://data.mxnet.io/data/caltech-256/caltech-256-60-val.rec')
 ```