import Help Needed - Newbie

[Dan]

Hi

I am trying to learn Python with the "Dive Into Python" book coming from 
VB, but am getting stuck at Example 2.3 
(http://www.diveintopython.org/getting_to_know_python/everything_is_an_object.html). 
   Here is what I get following the book's directions for:

 >>> import odbchelper
Traceback (most recent call last):
   File "<string>", line 1, in <string>
ImportError: No module named odbchelper

I am thinking this has something to do with the PATH that Python 
traverses to find code to load as a module.  I would greatly appreciate 
it if you could help me get this to work.

Thanks,
Dan