Simple question: how to tell IDLE where to look for a module?

[Azratax]

Using the windows version of python, how do i tell it where to look for a 
module? I am running Python 2.2c1 (i know its old...), and say i have a 
python program in D:/myprogram along with another module that it needs to 
import. It works fine when run by double-clicking on it, but its alot 
easier to code and test using IDLE. When i tell it to run when i am working 
in idle, it tells me that it cant find the module its trying to import. How 
can i make IDLE check the directory that the program is being saved in? 
This is driving me nuts!
Thanks
-Az