pygame don't allow holding down of keys code example

Example 1: pygame keys keep pressing

while not done:
    for e in event.get():
        if e.type == KEYDOWN:
            keys = key.get_pressed()
            if e.type == QUIT or keys[K_ESCAPE]:
                done = True
            if keys[K_DOWN]:
                print "DOWN"

Example 2: pygame keys keep pressing

while not done:
    for e in event.get():
        if e.type == KEYDOWN:
            keys = key.get_pressed()
            if e.type == QUIT or keys[K_ESCAPE]:
                done = True
            while keys[K_DOWN]:
                print "DOWN"
                event.get()
                keys = key.get_pressed()