ImportError: No module name MySQLdb

[Fred]

Here is the complete error from my Apache error log:

Traceback (most recent call last):
  File "/var/www/cgi-bin/mysqld_script_test.py", line 7, in ?
    import MySQLdb
ImportError: No module named MySQLdb
[Thu Jan 26 07:25:16 2006] [error] [client 127.0.0.1] malformed header
from script. Bad header=['/var/www/cgi-bin', '/usr/lib:
/var/www/cgi-bin/mysqld_script_test.py