I am a beginner with Python and trying few programs. I have something like the following WHILE loop construct in Python (not exact).

IDLE 2.6.4      
>>> a=0
>>> b=0
>>> while a < 4:
      a=a+1
      while b < 4:
         b=b+1
         print a, b


1 1
1 2
1 3
1 4

I am expecting the outer loop to loop through 1,2,3 and 4. And I know I can do this with FOR loop like this

>>> for a in range(1,5):
       for b in range(1,5):
           print a,b


1 1
1 2
1 3
1 4
2 1
2 2
2 3
2 4
3 1
3 2
3 3
3 4
4 1
4 2
4 3
4 4

But, what is wrong with WHILE loop? I guess I am missing some thing obvious, but could not make out.

P.S: Searched out SO, found few questions but none as close to this. Don't know whether this could classified as homework, the actual program was different, the problem is what puzzles me.