Why do I get an import error on this?

[Steve]

I'm trying to run a Python program on Unix and I'm encountering some
behavior I don't understand.  I'm a Unix newbie, and I'm wondering if
someone can help.

I have a simple program:
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#! /home/fergs/python/bin/python
import sys, os
import cx_Oracle
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If I run it through the Python interpreter, this way:

 >> python test.py

it runs fine.

But if I try to run it as an executable script, this way:

 >> test.py

I get an import error that says it can't find cx_Oracle.

Why does it behave differently when I run it in these two ways, and
what do I need to do to make it run successfully either way?