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HTTP is a stateless protocol. What that means is that any URL of the type http:// will always work the same no matter it what sequence you visit URLs.
However, since sites like to have sessions and keep track of what users are doing, they send what's called cookies to the users browser. The user's browser stores these cookies and send them back to the site on demand. Some links in a site will not work without the appropriate cookie.
mechanize handles cookies transparently. If you think you need to visit URLs in sequence, do so in the calibre recipe and the cookies will work seamlessly.
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