The error explains the problem pretty well. The body of a for loop must be indented.
for i in re.findall('''href=["'](.[^"']+)["']''', urllib.urlopen(sys.argv[1]).read(), re.I):
print i
for ee in re.findall('''href=["'](.[^"']+)["']''', urllib.urlopen(i).read(), re.I):
print ee